Nikolai was christened in the chapel of the Fredensborg Palace on 6 November 1999 by the royal vicar Christian Thodberg. At the christening, the musical work "Lys på din vej", composed by Frederik Magle and dedicated to Prince Nikolai, was performed for the first time. His godparents are the Crown Prince of Denmark (paternal uncle), Nicola Baird (maternal aunt), the Earl of Wessex, Peter Steenstrup, and Camilla Flint. After their divorce in 2005, Prince Joachim and Alexandra had joint custody of Prince Nikolai and his brother.