HM The Queen and HRH Prince Henrik use Christian IX's Palace as their winter residence.

The construction of Christian IX’s Palace, or Schack’s Palace, was commenced in 1750. However, in 1754 Privy Councillor Severin Løvenskjold, who commissioned the building, had to give up in the face of the financial commitments. Countess Anne Sophie Schack took over the palace and passed it on to her step-grandson, Hans Schack.

In 1757, Hans Schack became the son-in-law of Lord High Steward A.G. Moltke, which was highly beneficial to construction work, as Moltke lent his best artists and craftsmen for the completion of the interiors.

After the Christiansborg fire, Schack’s Palace was acquired for Crown Prince Frederik (VI). The palace was connected to Moltke’s Palace by the "Colonnade", a secret passage at the first-floor level supported by eight Ionic columns, allowing the traffic to continue along Amaliegade.

The Crown Prince, who had governed the country for his sick father since 1784, became King under the name of Frederik VI in 1808. After his death in 1839, the palace was, among other things, used by the Supreme Court and the Ministry of Foreign Affairs.

In 1863, the palace was placed at the disposal of Christian IX, after whom the palace is named. "Europe’s father-in-law" lived there until his death in 1906. The home remained untouched until a registration of the estate took place in 1948.

In 1967, the palace was restored for the successor to the throne, Crown Princess Margrethe and Prince Henrik. The Queen and Prince Henrik still use the palace as their winter residence.