Copenhagen - Princess Marie and Prince Joachim, the younger son of Danish Queen Margrethe II, left hospital Thursday with their newborn son.

The parents said they were happy and proud as they left Copenhagen University Hospital and headed for Amalienborg Palace. Princess Marie, 33, carried the sleeping child in her arms, flanked by her husband and her father, Alain Cavallier.

The queen's fifth grandchild was born early Monday. Both parents declined to say what his name will be.

The child was Joachim's third son. He has two - Nikolai and Felix - from his marriage to Hong Kong-born Alexandra Manley, who he divorced in 2005.

Joachim, 39, married his French-born wife a year ago at a church near his estate in southern Jutland.