The ID scanning regime requires anyone entering a bar after 10pm to have their ID, such as a driver's licence or passport, scanned.
Frederik and his crew are visiting the city in advance of the Hamilton Island Race Week yachting regatta.
The co-owner of the bar, Phil Hogan, told the Brisbane Courier Mail that the new rules were a nightmare.
He and his entourage stopped in Brisbane last week and chose to hit the town, but were quickly taught a lesson in tough Australian law. They said they were police and it all seemed very irregular given the law is we have to scan people.
They'd gotten this inside 15 minutes, at around midnight on a Friday. "We always thought it was going to be a nightmare", he said.
"We're dealing with it all the time with normal people without ID, and if you're not someone like Prince Frederik, you don't hear about it", he said.
"I said to my brother, 'If we do let him in, we're breaking the law and we're breaking the law in front of 5 or 6 coppers".
Despite the fact this sets an obvious precedent - one that nearly certainly wouldn't apply to an average punter who'd forgotten their licence - Attorney-General Yvette D'Ath says the episode demonstrated that "the licensed venue applied the law equally ... as with anyone else visiting our venues".
In a yarn that's simultaneously a complete indictment on the outrageously silly lockout laws, and also really, really, really amusing, Prince Frederik of Denmark and his associated entourage were reportedly denied entry to a pub in Queensland because the Danish royal was not carrying ID.
"The Prince obviously did not take great offence as he returned a short time later and was granted entry", she said.
Ms D'Ath said it had not caused a "diplomatic incident as some would have you believe" and Queenslanders should be pleased the law applied to everyone. Are you a fan of Prince Frederik?
A similar incident occurred at the Gresham, one of Brisbane's most upmarket cocktail bars.
But Mr Lane said knocking back a prince trumped his dozen French winemakers, however it also highlighted an inconsistency in the laws.
The Daily Telegraph reports that the prince tried to enter Jade Budda Bar just before midnight, but was refused entry because he didn't have his identification card with him to prove he was over the age of 18.
Brett Fraser from Brisbane Marketing said it was an ongoing issue.