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Crown Princess Mary and Prince Frederik of Denmark have concluded their Italian tour by meeting Pope Francis in Vatican City.

Australian-born Mary and her husband held an audience and exchanged gifts with the head of the Catholic Church on Thursday.

The couple were in Rome earlier to strengthen the relationship between Denmark and Italy.

Crown Princess Mary and Prince Frederik of Denmark concluded their Italian tour by meeting Pope Francis in the Vatican

Australian-born Princess Mary has concluded her three-day tour of Italy with her husband Prince Frederik of Denmark

Vatican Secretary of State Italian Cardinal Pietro Parolin (right) greets the prince, dressed in a navy suit, and the princess, clad in a sleek black dress and veil with matching heels

Pope Francis exchanged gifts with the crown couple, inviting them and their delegation into the Apostolic Palace.

Frederik and the Pope were pictured sharing a laugh as they conversed in Italian in front of a private audience.

Princess Mary ditched the Nike sneakers she had been pictured wearing earlier for a pair of black heels and matching black dress and veil.

She wore black in accordance with dress rules outlined by the Vatican for guests fortunate enough to hold audience with a pontiff.

It's recommended that female guests wear black with an accompanying veil or mantilla. Shoulders and the neckline should be covered.

For men, previously, a coat with tails was expected. But in recent years, a dark suit coat and plain-colored tie has become acceptable.

Accordingly, the prince donned a navy suit and tie with a pin on his lapel, while the Pope wore traditional white robes.

The couple were in Italy to strengthen the country's relationship with Denmark, meeting with politicians and leaders

Prefect of the Papal Household, Georg Ganswein (right) greeted the royal couple as they arrived at the Apostolic Palace

The couple exchanged gifts with the Pope during a private audience with cardinals and a Danish entourage

So far, the Danish royals have been received by the the Italian President Sergio Mattarella, with whom they had lunch at the Palazzo del Quirinale presidential palace.

Earlier in their trip, Mary and Frederik attended seminars on health, food and urbanisation.

Danish and Italian food artists collaborated to put on a cookie event for the royal couple.

After visiting the Vatican, Mary and Frederik saw the Trevi fountain and the iconic Roman aqueducts.

Rome holds a special meaning for the couple as it is where Crown Prince Frederik proposed to Mary in 2003.

Italy holds a special significance for the royal couple, as it is the country where Prince Frederik proposed in 2003

Thursday's visit to the Vatican and the following trip to the Trevi Fountain marked the end of the Danish royals' tour of Italy