Graaboel plays police detective Sarah Lund in the popular Danish crime series.
The Danish palace says Camilla had asked to visit the film set during her and Prince Charles' third and final leg of their Scandinavia tour.
Camilla and Denmark's Australian-born Crown Princess Mary wore headphones Tuesday as they saw the shooting of the third series on a monitor.
Meanwhile, Prince Charles and Crown Prince Frederik, heir to Europe's oldest monarchy, visited a carbon-neutral kindergarten and an activity center for the elderly near Copenhagen.
