While they did not give further details about why she is considered at risk, last month it was reported by Dutch newspaper De Telegraaf that Princess Amalia and Mark Rutte, the Dutch prime minister, had been named in intercepted messages between criminals.
The newspaper said security services were planning for a possible kidnap attempt or attack but the details of the threats have not been made public.
Meanwhile, the Telegraph reported, Rutte responded to the news and said "everyone involved is doing their best to ensure that she is safe".
Amalia, with the official title of Princess of Orange, only started studying at the University of Amsterdam last month.
She had moved into an apartment building in the city with other students and was studying politics, psychology, law and economics.
When asked what it did to him "as a father", King Willem-Alexander said it was "a heavy situation" and he was unable to express the impact, according to the BBC.
Princess Amalia is now back living at the Huis ten Bosch royal palace in The Hague.
- Additional reporting by NZ Herald