The painting by Danish artist Thomas Kluge, which includes Australian-born Princess Mary, has drawn widespread criticism online with commentators across the world asking if the family are promoting an upcoming horror movie.
"'Is the Danish Royal Family starring in a sequel to The Omen?," a Twitter user asked.
The painting contains three generations of Scandinavian royalty with Crown Princess Mary's son Prince Christian in the centre of the portrait.
The second-in-line to the throne is flanked by his grandparents with Crown Princess Mary and husband Crown Prince Frederik in the top left of the painting.
The couple hold their twin son and daughter Prince Vincent and Princess Josephine.
The Danish Royal Collection said the image shows both a modern family and a moment in the history of the nation's Monarchy.
"The present and future monarchs, HM the Queen, TRH the Crown Prince and Prince Christian, all make eye contact with us, while their family members are portrayed in their own universe, unprovoked by the gaze of the spectator," the caretakers for the Danish royals' memorabilia said.
"The children are at play with the exception of the upright and severe Prince Christian who seems aware of his future responsibilities."