[2] His father was a younger son of King Christian IX of Denmark and Louise of Hesse-Kassel, and his mother was the eldest daughter of Prince Robert, Duke of Chartres and Princess Françoise of Orléans.

Without the legally required permission of the Danish king,[4] Aage married Matilda Emilia Francesca Maria Calvi dei conti di Bergolo (Buenos Aires, 17 September 1885 – Copenhagen, 16 October 1949), daughter of Carlo Giorgio Lorenzo Calvi, 5th Count di Bergolo by his wife Baroness Anna Guidobono Calvalchini Roero San Severino, in Turin on 1 February 1914.

A few days later, he renounced his place in the line of succession to the Danish throne, forfeiting the title "Prince of Denmark" and the style of Royal Highness (the latter having only been granted to him and his brothers by the king on 5 February 1904).

[5] Although the comital title in the Danish nobility was made hereditary for all of his legitimate descendants in the male line with the rank and precedence (above other counts) of a Lensgreve,[6] use of the princely prefix was restricted to himself and his wife alone.

During his seventeen years in the Foreign Legion Prince Aage attained the rank of lieutenant colonel, and also received France's highest order, the Légion d'honneur.

Prince Aage died of pleurisy in Taza, Morocco, in 1940, and was buried at the French Foreign Legion's headquarters at Sidi Bel Abbès, Algeria.