Prince Henrik, the French-born husband of Danish monarch Queen Margrethe, has died at the age of 83, Denmark's palace has said.

A statement on the royal house's website said the prince died in his sleep late on Tuesday, with the queen at his side.

Henrik, who publicly vented his frustration at not being the social equal of his wife or their son, was made prince consort when Margrethe acceded to the throne in 1972.

The jovial prince was known for being frank and forthright.

The palace said last week that his health had "seriously worsened" and that Olympic official Crown Prince Frederik was rushing home from the Winter Games in South Korea.

He had been transferred earlier on Tuesday from a Copenhagen hospital to the family's residence north of the capital, "where he wishes to spend his last moments," the royal palace had said.

A later statement said Henrik, who had been diagnosed with dementia last year, died at 11.18 pm in his sleep and that his two sons were also at his side.

In one of the world's oldest kingdoms that prides itself on having a stable royal house with no scandals, Henrik caused one in August 2017 by announcing that when he died he did not want to be buried next to Margrethe in the cathedral where the remains of Danish royals have gone for centuries.

The queen already had a specially designed sarcophagus waiting for the couple.

Born on June 11, 1934, in southwestern France to parents with the noble titles of count and countess, Henri Marie Jean Andre de Laborde de Monpezat married Denmark's future queen in 1967.

Henri became Henrik and converted to Denmark's state Lutheran Church. However, he found it difficult to fit in with Denmark's egalitarian lifestyle.

He was titled prince consort, the husband of a reigning queen but not a king, and he was not in the line of succession - his oldest son Frederik being the heir.

In the mid-1980s, Henrik publicly said he wanted a paycheck instead of relying on the queen, who gets annual allowances.

The law was eventually changed to give him roughly 10% of the annual allocation Parliament makes to royals each year.

In a 2002 interview, Henrik again stunned Danes by saying he felt he had been pushed aside in his own home, not only by his wife but also by his son.

This followed the annual royal new year's reception for foreign diplomats, where Frederik had been host because his mother was unavailable due to a broken rib.

"For many years I have been number 2," Henrik told Danish tabloid B.T. "I have been satisfied with that role, but after so many years in Denmark I don't suddenly want to become number three and become some kind of wearisome attachment."

Henrik lived his first five years in French Indochina. He graduated from universities in Paris, learned Mandarin and Vietnamese and spent a year at the Hong Kong University from 1958-1959.

After his move to Denmark, Henrik, a keen pianist, was active in different organisations and wrote poetry, memoirs and books, including a coffee table book on French gastronomy in 1999.

Margrethe and Henrik also owned a chateau in southwestern France where they retreated every summer.

As a member of Denmark's royal family, he held honorary ranks of general in the Danish army and air force, and was an admiral in the navy.

In September 2017, the palace announced that Henrik had undergone tests at Copenhagen's university hospital. The diagnosis was dementia and "the extent of the cognitive failure is greater than expected," the palace said.

In January, he was admitted to a hospital with a lung infection.

Henrik is survived by his wife, sons Crown Prince Frederik and Prince Joachim, and eight grandchildren.

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