Queen Mary of Denmark sends her support to Australia in 'lovely' letter to the Prime Minister after horror Bondi Junction Westfield stabbings

Queen Mary of Denmark has written a letter to Prime Minister Anthony Albanese offering her condolences following the Bondi Junction attack.

Anthony Albanese said the Australian-born royal expressed her 'solidarity and concern' over the devastating incident which left six innocent shoppers dead at the hand of Queensland man Joel Cauchi.

The Prime Minister told Kyle Sandilands and Jackie 'O' Henderson live on radio on Monday that he had just woken to the 'lovely' letter from the Queen.

Daily Mail Australia requested a copy of the letter, however the Prime Minister's office declined as it is deemed private correspondence. 

Police have revealed Cauchi suffered from mental health concerns which were likely behind Saturday afternoon's horrific attack.

Queen Mary of Denmark has written a letter to Prime Minister Anthony Albanese offering her condolences following the Bondi Junction attack

Queen Mary of Denmark has written a letter to Prime Minister Anthony Albanese offering her condolences following the Bondi Junction attack

Queen Mary has been a staunch advocate for mental health since she stepped on to the world stage and has described it as 'one of the great challenges of our time'.

On Saturday the Danish Royal Palace posted an unrelated message, aiming at improved mental health services for young people, on behalf of the Queen.

'Mental depression is a big challenge among our children and young people. 15% will receive a psychiatric diagnosis before they turn 18, according to the Health Board,' the Queen's message read.

Police have revealed Cauchi suffered from mental health concerns which were likely behind Saturday afternoon's horrific attack

Police have revealed Cauchi suffered from mental health concerns which were likely behind Saturday afternoon's horrific attack

'Although mental illness can affect everyone, it can be difficult to ask for help and find the right support or treatment,' she added.

'Today I met with the Psychiatrifonden and Novo Nordisk Fonden, who have [come] together to create better help for children and young people with mental illnesses that require treatment.'