She was the youngest child and fourth daughter of Frederick VIII of Denmark and his wife, Princess Louise of Sweden and Norway.

Princess Dagmar was born on 23 May 1890 at her parents' country residence, the Charlottenlund Palace north of Copenhagen, during the reign of her paternal grandfather, King Christian IX.

[1] She was the eighth and youngest child and fourth daughter of Crown Prince Frederick of Denmark and his wife Louise of Sweden.

[1] Her father was the eldest son of King Christian IX of Denmark and Louise of Hesse-Kassel, and her mother was the only daughter of King Charles XV of Sweden and Norway and Louise of the Netherlands.

[1] They had five children, four sons and one daughter, who was named after her mother: Princess Dagmar died on 11 October 1961 at Kongstedlund, Denmark, at the age of 71, as the last surviving child of King Frederick VIII and Queen Louise.