We establish higher dimensional versions of a recent theorem by Chen and Haynes [Int. J. Number Theory 19 (2023), 1405–1413] on the expected value of the smallest denominator of rational points in a randomly shifted interval of small length, and of the closely related 1977 Kruyswijk–Meijer conjecture recently proved by Balazard and Martin [Bull. Sci. Math. 187 (2023), Paper No. 103305]. We express the distribution of smallest denominators in terms of the void statistics of multidimensional Farey fractions and prove convergence of the distribution function and certain finite moments. The latter was previously unknown even in the one‐dimensional setting. We furthermore obtain a higher dimensional extension of Kargaev and Zhigljavsky's work on moments of the distance function for the Farey sequence [J. Number Theory 65 (1997), 130–149] as well as new results on pigeonhole statistics.