The small chapel whose existence dates back to the first millennium was where William paid his private last respects to his mother.
The expectant Duchess of Cambridge has been admitted to London's King Edward VII Hospital, which has a long association with royals.
The Duke and Duchess of Cambridge and Prince Harry will watch the Olympic Torch relay as it visits Buckingham Palace ahead of the Games.
Two royal fans who have been camping outside St James's Palace yesterday afternoon told Daybreak that they were willing to spend hours in the rain because they love the royal family.
Draped in a Union flag one royal watcher said she often came to London for royal events: "I love William and Kate and Harry and I was at St Mary's for Prince George being born and I felt I had to come here."
Another royal fan added: "I just love the royal family."
The Duke and Duchess of Cambridge's son Prince George will be christened later in front of close family and friends of his parents.
The three-month-old baby, who will one day be king, will be baptised by the Archbishop of Canterbury, the Most Rev Justin Welby, in the little known Chapel Royal at St James's Palace this afternoon.
The Queen and Duke of Edinburgh are expected to be at the ceremony along with the Prince of Wales, who has become a grandfather for the first time, the Duchess of Cornwall and Prince Harry.
Kate's family - parents Carole and Michael Middleton and siblings Pippa and James - are thought to be invited, along with the godparents who, like the guests, have not been publicly named.
The Duchess of Cambridge has left hospital this morning after receiving treatment for acute morning sickness.
She left King Edward VII hospital in central London with her husband Prince William. Catherine was admitted on Monday less than 12 weeks pregnant.
St James's Palace says she's now heading to Kensington Palace for a period of rest.
News that the Duke and Duchess of Cambridge are expecting their first baby has sparked a frenzy among the media and well-wishers.
Their focus is firmly fixed on the King Edward VII Hospital in Marylebone - a favourite with generations of the Royal Family.
Paul Brand has been speaking to journalists, who have descended on the steps of the hospital, and to medical historian Dr Geoffrey Rivett about why so many generations of royals have been treated there.
Not for the first time in recent years, people living in a normally quiet village in Berkshire are finding themselves in the world spotlight.
Kate Bunkall has been in Bucklebury to find out just what the Royal baby news means to the people there. Click here to watch her report.
The Duke of Cambridge has arrived at the King Edward VII Hospital in central London to visit his pregnant wife, who is being treated for severe morning sickness.
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