Princess Margrethe was born at Amalienborg Palace, Copenhagen, to Crown Prince Frederik and Crown Princess Ingrid. She was baptised on 14 May 1940 at the Naval Church in Copenhagen. As King Christian X of Denmark was also the King of Iceland at the time of her birth, the Princess was given an Icelandic name, "Þórhildur" (spelled with the Icelandic thorn character, simplified as "th").