The pair will spend Tuesday and Wednesday in Australia's laneway and coffee capital, before continuing on to Queen Mary's home state of Tasmania.
It is their first visit to Australia since taking the throne in 2024 and has already included a meeting with Prime Minister Anthony Albanese and other dignitaries in Canberra and a visit to Uluru.
On Monday, royal watchers gathered outside the National War Memorial in Canberra as the King and Queen visited, with many waving Danish flags and expressing well-wishes to the couple.
The couple greeted and shook hands with many in the crowd and laid a wreath at the Tomb of the Unknown Soldier, and the Queen also placed a poppy at the Memorial's Roll of Honour.
King Frederik described Australia as the couple's second home, having met the Hobart-born Queen in a Sydney pub during the 2000 Olympics, before the pair wed in 2004.
Earlier the pair received a 21-gun salute and guard of honour as they met the Prime Minister, as well as Governor-General Sam Mostyn and Opposition leader Angus Taylor.
After touching down in Australia on Saturday, the pair snapped pictures at Uluru's sunset viewing site and heard about traditional custodians, the Anangu people's, spiritual and cultural connection to the lands.
The couple also took a guided walk to Mutitjulu Waterhole in the Uluru-Kata Tjuta National Park, with the Queen describing their time in the Northern Territory as, "a really great start to what will be an exciting visit".
The official aim of the visit is to deepen trade ties between Queen Mary's adopted and home countries, with a focus on clean energy.
Two-way trade between Australia and Denmark was valued at more than $3 billion in 2024, primarily made up of imports from the Scandinavian country.
They are expected to spend time with Queen Mary's relatives in Tasmania, including her elderly father John Donaldson.
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