While visiting his second cousin Albert Edward, Prince of Wales (later King Edward VII) at Sandringham in 1875, he met Princess Thyra of Denmark (29 September 1853 - 26 February 1933), the youngest daughter of King Christian IX and a sister of the Princess of Wales (later Queen Alexandra).
On 21/22 December 1878, he and Princess Thyra married at Christiansborg Palace in Copenhagen.