Around 200 people gathered to see the Royal contingent as they attended a short service at St Mary Magdalene Church, near their Norfolk residence.
The Queen received flowers from the crowd, including a young girl with a pink bobble hat, who was escorted by a police officer.
She had been driven in a Bentley to the church, while the Duke arrived on foot.
Prince William and Kate had been tipped to attend having spent Christmas Day with the Middletons in Bucklebury, Berks.
But it is understood the couple paid a brief visit to the Queen in Norfolk this week, and attended a shoot on the estate, before leaving ahead of today's service.
The royals sang hymns including O Little Town Of Bethlehem during the 40-minute service before returning to Sandringham.