She made her way through fellow passengers on platform one, as she got ready to head off to Sandringham.
A group of students from the nearby College of West Anglia had abandoned their Christmas lunch to wait to see the Queen arrive.
The students who are in their first year of a Photography BTEC Level 3 managed to capture the moment the Queen left the station.
Below is a picture taken by student Jenny Speed.
Click below to see a report by ITV News Anglia's Emily Knight.