 Princess Feodora was born on 3 July 1910 at the Jægersborghus country house in Gentofte north of Copenhagen, Denmark.She was the first child and daughter of Prince Harald of Denmark, son of King Frederick VIII of Denmark and Princess Louise of Sweden.Her mother was Princess Helena of Schleswig-Holstein-Sonderburg-Glücksburg, daughter of Friedrich Ferdinand, Duke of Schleswig-Holstein-Sonderburg-Glücksburg and Princess Karoline Mathilde of Schleswig-Holstein-Sonderburg-Augustenburg.