The incident occurred Tuesday at Kronborg castle in Helsingor, where soldiers were firing blank charges in honor of the prince.
The 26-year-old soldier was injured by a gunpowder charge while working on an antique cannon that had failed to fire, The Copenhagen Post reported.
The blast threw the soldier over the edge of a Kronborg castle wall and he fell 13 feet, the Post said.
Officials said he did not suffer life-threatening injuries.
Notable deaths of 2014 [PHOTOS]