Camilla held up a journalist with a fake gun and was presented with a jumper identical to one worn by lead character Sarah Lund (Sofie Gråbøl) in the crime programme.
While watching filming of the third series take place at a scrapyard outside Copenhagen, the wife of Prince Charles reportedly commented: "I'm an addict. I'm so excited by this."
The trip was specially requested by Camilla for the final day of an eight-day tour of Scandinavia with the Prince of Wales, who instead visited a nearby housing estate.
"Royalty is not the kind of audience you would expect," creator Soren Sveistrup told PA. "Prince Charles told me that it was Camilla who introduced him to The Killing. He said it was one of the only things they could agree on seeing together."
The Killing series three is set to premiere in Denmark in September. The first two have aired in the UK on BBC Four, while a US remake will return for a second season Sunday (April 1) on AMC.
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