Prince Harald was born on 8 October 1876 at his parents' country residence, the Charlottenlund Palace in Gentofte Municipality north of Copenhagen, during the reign of his paternal grandfather, King Christian IX.

Like other members of the Danish royal family, his economic situation was influenced by the failure of Den Danske Landmandsbank in 1923.

During World War II, Princess Helena became very unpopular because of her sympathy for the German occupation of Denmark and the Nazi party.

[6] After the war, Princess Helena was not brought to trial, being a member of the royal family who did not wish any publicity on the matter, but was exiled from Denmark 30 May 1945 and placed under house arrest at the Glücksburg Castle in Germany.

She was allowed to return to Denmark in 1947, when Prince Harald fell gravely ill. She stayed with her spouse until his death two years later.