Norway's Princess Astrid, an older sister of the late King Harald, died on Friday at the age of 94, the royal palace said in a statement.
Astrid's brother Harald died last month, aged 89, after more than 35 years on the throne, and the princess made her last public appearance at his funeral on Wednesday.
"Throughout her long life, Princess Astrid represented the royal house in a warm and dutiful manner," King Haakon VIII said in the statement.
No details have been disclosed yet on when her funeral might take place.
Harald's funeral, which marked the end of 13 days of national mourning following his death, was held on Wednesday.
His widow, Queen Sonja, 89, and his son and successor, King Haakon VIII and his wife, Queen Mette-Marit, attended the ceremony at Oslo Cathedral, along with other members of the Norwegian royal family.
It was preceded by a national minute of silence and saw royals from all over the world, including the Prince of Wales, who was representing the King, attend the service.
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Tens of thousands of people, including schoolchildren allowed to skip classes, lined the capital's Karl Johan Avenue as the procession, which began with a 21-gun salute, made its way from the royal palace, Norwegian police said.
Crowds fell completely silent as the coffin passed.
The security operation for the funeral was the largest planned operation in the country's history, the force said.
Harald, a reformer who spent more than three decades on the throne after gradually emerging from the shadow of his popular and charismatic father, died at a time of multiple crises for the Norwegian royal family.
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