Princess Mary`s husband was injured while riding a sleigh with their children, three-year-old Christian and Isabella, who turns two next month.
"He must have his leg in a cast for six weeks," said Lene Balleby, the chief of communication for the Danish royal family.
"There is a fracture in his calf bone, an injury incurred by the Crown Prince while riding a sleigh with his children.
"He is expected to be released from hospital tomorrow."
The spokeswoman did not specify which leg had been broken.
The royal family`s holiday in Switzerland was nearly two weeks ago, but apparently Frederik did not notice his injury at the time.
Last week he and his family jetted off to Miami, where the Crown Prince participated in an annual boating competition.
Frederik was checked into Rigs Hospital, the main hospital in the Danish capital of Copenhagen, after he returned to Denmark this week.
Tasmanian-born Mary married Frederik in 2004.