Princess Mary has given birth to twins in a Copenhagen hospital

•  Twins born at 9.30pm AEDT
•  Follows two false alarms
•  Boy and girl are healthy

Princess Mary has given birth to a boy and a girl at a Copenhagen hospital after going into labour yesterday morning local time.

The births, which came yesterday morning, local time (about 9.30pm AEDT) at Rigshospitalet, had been much anticipated with two false alarms this week.

Crown Prince Frederik told the gathered press at the hospital that following about four hours of labour, the boy cane first, followed half an hour later by the girl.

A relieved Crown Prince Frederik said the births went well and there was no nail-biting.

He said there were two small hearts to watch now and it was almost like the first time when he became a dad.

Both mother and children are doing well and he and Mary are very happy.

The girl is measuring 46cm and weighs 2554 grams while the boy weighs 2674 grams and measures 47cm.

Crown Prince Frederik and Princess Mary already have two children, Prince Christian, five, and Princess Isabella, three.

The Tasmanian-born member of the Danish royal family was joined by her husband, Crown Prince Frederik, at Rigshospitalet, Amalienborg Palace spokeswoman Lene Balleby said.

It is a case of third time lucky for the media following two false alarms this week that Princess Mary was about to give birth.

She was not due for another week, but it is not uncommon for a woman expecting twins to be induced a week or two early to avoid complications.