Mexican socialite denies affair with Denmark's Prince Frederick after they were pictured together without his wife. Here's how the drama unfolded.

• A friend of Denmark's Prince Frederick has denied allegations that they are having an affair.
• Socialite Genoveva Casanova was photographed with the prince in Madrid without his wife.

Denmark's Crown Prince Frederick and Princess Mary have been photographed together for the first time since Mexican socialite Genoveva Casanova denied allegations of an affair with the prince.

Casanova, who lives in Spain, released a statement to local media earlier this week after the Spanish outlet Lecturas published photos of her and Frederick walking in Madrid's El Retiro Park without his wife. The outlet reported that the pair spent the evening together in Madrid and that the prince stayed overnight at Casanova's apartment.

"I categorically deny claims suggesting a romantic relationship between Prince Frederick and myself. Any such statement is not only completely untrue but also misrepresents the facts in a malicious manner," Casanova said in a statement published by Hola on Tuesday that was translated to English by Insider.

"This is already in the hands of my lawyers, who will take the necessary steps to protect my right to honor, truth, and privacy," she added.

Frederick and Casanova had been visiting an exhibition at Thyssen-Bornemisza National Museum before dining at El Corral de la Moreria, a Michelin-starred restaurant, later that evening, according to a Daily Mail report by Gerard Couzens, Simon Hunter, and Maria Okanrende. According to Hola, Casanova was invited to the exhibition after a mutual friend who was originally supposed to join the prince became unwell.

Meanwhile, Casanova shared a legal letter addressed to Lecturas written on her behalf by Emilio Ramirez Matos, a lawyer at the Spanish firm Ramírez and Crespo in an Instagram post on Wednesday.

In the letter, which was translated to English by Insider, Matos said legal action would be taken against the outlet unless references of a "sentimental relationship" between herself and Frederick were removed or amended in the article.

The letter asked that the original article be updated to say that allegations of an affair are "false and absolutely untrue" within 24 hours of the letter being received. It also requested that Lecturas publish a separate article in its next printed edition denying its previous report of a relationship between Casanova and Frederick.

The Danish royal family has so far remained silent on the matter, and Frederick and Mary were photographed at a royal engagement with King Felipe VI and Queen Letizia of Spain in Copenhagen on Wednesday.

Representatives for the Danish royal household, Genoveva Casanova, and Ramírez and Crespo did not respond to requests for comment.

Who is Genoveva Casanova and how does she know Prince Frederick?

Casanova is an aristocrat and actress based in Spain. She had a small role in "Goya's Ghosts" in 2006, starring Natalie Portman and Javier Bardem, under the name "Genevieve Casanova," according to her IMDb, which is also the name she uses on her verified Instagram. Tatler reported that she previously worked for The Casa de Alba Foundation in Madrid, which focuses on "conservation, maintenance and dissemination" of the Alba family's heritage, according to its website.

Casanova appeared on the Spanish version of Celebrity MasterChef in September.

She is currently single, although she was previously wed to the actor Cayetano Martíne, who appeared in "Goya's Ghosts" alongside Casanova, according to IMDb. They got divorced after two years of marriage in 2008, the Daily Mail's Gerard Couzens reports.

It's unclear how Casanova and Frederick met or whether Casanova has a friendship with his wife, Princess Mary. Casanova also appears to have connections with the British royal family: She celebrated King Charles' coronation in May by sharing an Instagram post with a photo of the two of them together at an undisclosed time and location.

Frederick and Mary have been married since 2004 and they have four children together: Prince Christian (born in 2005), Princess Isabella (born in 2007), and twins Prince Vincent and Princess Josephine (born in 2011), according to Mary's biography on the Danish royal family's website.

Mary, who was born in Australia, first met Frederick when he visited Sydney to watch the Olympics in 2000, according to a report by the Mail Online's Jessica Green and Daily Mail Australia's Alice Murphy. They were introduced at the Slip Inn, a pub in the city, and Mary was initially unaware of Frederick's royal status until somebody informed her later that day, the publication added.