His sister, Sophia Magdalen of Brandenburg-Kulmbach was married with King Christian VI of Denmark.

Frederick Ernest was made a Knight of the Order of the Elephant by his royal brother-in-law.

However, he preferred to build his own residence at the site of the manor at Drage, which the king had given to him on the occasion of his wedding with Christine Sophie, the daughter of Duke Ernest Ferdinand of Brunswick-Bevern.

The old manor house was demolished and Friedrichsruh Castle was constructed between 1744 and 1751, after a design of the Danish court architect Nicolai Eigtved.

Frederick Ernest and his wife lived far beyond their means, and when he died childless in 1762, he left a heavily indebted estate.