Kate, wearing green, made the short walk to the church along with Prince William, Prince Philip, Prince Charles, Camilla and Prince Harry.
Prince William and Kate have joined the rest of Royal family for their Christmas Day service at Sandringham.
The royal couple, celebrating their first Christmas as parents to baby Princess Charlotte , walked to St Mary Magdalene Church alongside Prince Philip, Prince Charles and Camilla, Prince Harry, Princess Anne, Prince Andrew and Prince Edward.
There had been speculation that two-year-old Prince George might join his parents, but he was not seen outside the church.
The Queen, wearing red, arrived a short time later by car.
Earlier this morning, the Queen beamed as she arrived at the church on the Sandringham Estate.
Her Majesty was joined by Prince Philip, Prince Charles, Prince Harry and the Duchess of Cornwall for the first of the two private services they are attending today
The Queen was dressed in a brown fur coat as she was followed by Prince Philip and her grandchildren.
The Queen will use her Christmas Day address later today to highlight the “moments of darkness” the world has confronted but will also speak about the positive Christian message of light triumphing over the dark.
A series of terrorist atrocities have shocked the world during 2015, from the mass shootings and bombings in Paris last month to the gun attack at a Tunisia resort during the summer.
But the Queen, whose address traditionally has a strong religious framework reflecting her own faith, will sound an optimistic tone when she quotes a verse from the Bible.
Reflecting on the past 12 months, the monarch will say during her Christmas Day broadcast: “It is true that the world has had to confront moments of darkness this year, but the Gospel of John contains a verse of great hope, often read at Christmas carol services: ‘The light shines in the darkness, and the darkness has not overcome it’.”
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