The Aussie royal was appointed president of the Danish branch of the international conservation organisation earlier this year.
In the role, she leads efforts to protect endangered species and preserve wildlife habitats.
Thornback rays are Near Threatened, and the release of the six rays into the sea aims to “create new knowledge” of the species for researchers and fishermen.
The Danish branch of WWF was established by Prince Henrik in 1972. He was president of the organisation until his death in 2018.
After taking over as president, Princess Mary said: “We have only one globe, and we must take care of it and the animals if our children and generations after them are to have a safe and natural world in which to grow up.
“The projects that WWF Denmark works with all over the world are important in the efforts to protect our forests, coral reefs and diverse wildlife, and it is crucial that we, together, find new solutions for how people can live in balance with nature.”