In Europe reigning sovereigns have a tradition of calling each other cousin. Harald V was the actual first cousin of Boudewijn and Albert II of Belgium and Josephine-Charlotte of Luxembourg. He's a second cousin to Elisabeth II, Margrethe II and Queen Anne-Marie of the Hellenes. He is slightly further related to Carl-Gustav of Sweden having two Swedish princesses in his family-tree. His mother Martha was the granddaughter of Oscar II, his grandfather Haakon VII was born with the name Carl for his maternal grandfather King Carl III of Norway and XV of Sweden. Queen Lovisa of Denmark was his only surviving child.

As Lovisa's mother was Louise of the Netherlands the late king is also a direct descendant of king Willem I of the Netherlands both through his paternal grandfather as through his maternal grandmother as they were siblings.

Through Sophia of Spain's Danish ancestry and through Queen Victoria he is also related to the Spanish royals and various non-reigning dynasties.

King Oscar II of Sweden and Norway was married to Sophia of Nassau-Weilburg. Her brother Adolphe became the grand Duke of Luxembourg creating another line with that dynasty.