Marselisborg Palace is the Danish royal family's Aarhus residence, set in a green district south of the city centre. The palace itself is not open as a museum, but the grounds are part of the attraction: when the royal family is not in residence, the gardens are open to the public.
Visit for the walk rather than for rooms or displays. The palace gardens have lawns, old trees, sculpture, and a quieter mood than the busy central sights. If the royal family is staying, the changing of the guard adds a small ceremonial note, but the best reason to come is the easy link with Marselisborg Forests and the coast beyond.