The Queen said that she and her family were 'moved' by the compassion shown by the public.
"It has been deeply moving for me and my family to witness the warmth and sympathy that swept towards us from all parts of Danish society in connection with Prince Henrik's death and funeral," the Queen said via the statement.
"The many beautiful flowers, spontaneously placed at the places the prince held dear, the many thousands of people from near and far who braved the winter cold to show the prince their last respects at the chapel palace, and the innumerable written messages of condolence we have received have moved us deeply and are a part of helping us to get through this difficult time," the Queen wrote.
The press statement concludes with a message of thanks from the Danish monarch.
"For all of these beautiful testimonies of affection and compassion, my family and I wish to express our heartfelt thanks to all of the Danish public," she wrote.
Prince Henrik left a moving final message for the Queen prior to his death last week at the age of 83, the palace confirmed on Tuesday.
The floral display in Christiansborg Chapel Palace during yesterday's funeral was designed in accordance with Prince Henrik's wishes, the palace wrote in a Facebook post.
"It was Prince Henrik's wish to surprise the Queen one last time. That's why wreaths and flowers were arranged as a 'flowering garden'," the Facebook post read.
The arrangement is a reference to a poem mentioned by royal chaplain Erik Norman Svendsen during the funeral sermon on Tuesday. The poem, by Christian Winther, was recited by Prince Henrik in his groom's speech after the couple's wedding in 1967.