The Swedish royals are big fans of the mobile game and would like to see their children - four-year-old Princess Estelle and eight-month-old Prince Oscar - playing it because it keeps them "active".
Daniel, 43, who used to own his own gym, told Swedish newspaper the Aftonbladet: "Our hunting's been out of control.
"It wasn't that the children's gaze never left the screen, but their backsides definitely left the couch.
"I really wanted to understand ['Pokémon GO'] and check it out.
"People sometimes criticise the game, but it does get kids active and moving."
The couple came to discover the Nintendo game after several gamers appeared in the grounds of Solider Palace in Sweden, where the family spend the summer months, looking for Pokémon.
And it seems Estelle is getting on better with her baby brother as she was "disappointed" when she met him for the first time.
She was upset that he had his eyes closed when she went to visit him at the Karolinska University Hospital in Stockholm.
Urban Ahlin, the Swedish parliamentarian told Svenskedam: "Princess Estelle was incredibly proud and excited about her new brother but she was a little disappointed that he had his eyes closed all the time, and couldn't see the drawings she had made."