- Before her marriage, Thyra fell in love with Vilhelm Frimann Marcher, a lieutenant in the calvary, which resulted in a pregnancy. Her brother George suggested that she have the baby in Athens to avoid scandal; the press was told Thyra had jaundice. She gave birth to a girl on 8 November 1871, who was adopted by a Danish couple. Marcher killed himself on 4 January 1872 after a confrontation with the King.
- Daughter of Christian IX. Sister of King Frederik VIII, Queen Alexandra, King George of Greece, Czarina Maria Fyodorovna, and Prins Valdemar.
- Had 6 children: Princess Marie Louise (1879-1948), Prince George William (1880-1912), Princess Alexandra (1882-1963), Princess Olga (1884-1958), Prince Christian (1885-1901) and Prince Ernest Augustus (1887-1953).
- Mother-in-law of Großherzog Friedrich Franz IV von Mecklenburg-Schwerin.
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