The monarch, who was appointed to the throne earlier this month following Queen Margrethe II's abdication, opened up about his immensely private relationship with the Australian-born royal in his new surprise memoir, Kongeord.
In an excerpt from the book, the King admitted Queen Mary has taught him he is "not always right" just because of his gender.
He also said she calls him out on what he learned from his "patriarchal" father.
Watch: Opening Day - Crown Princess Mary Of Denmark. Post continues below.
"I have learned a lot from having a wife who from time to time reminds me that I am of course not always right and that my words are not reliable per se, just because I'm the man of the house," he said.
"Although I can sometimes catch myself thinking, 'Oh, do we really need five more minutes of discussion?', I accept that Mary would like to turn over a few more stones and then we'll take five or ten minutes more."