Prince Harry, still sporting a beard from his exertions in the Arctic with the charity Walking With the Wounded, attended the Sandringham Christmas service alone despite rumours his girlfriend, Cressida Bonas, may join him.
Harry said he intended to keep his beard as it was a "Royal tradition".
William told the Sandringham crowd: "We've had a good morning with George and I can't wait until next year when he's bigger."
Cicely Howard, 75, from Great Yarmouth, met Kate and asked about the baby.
She said: "She told me he was having a lovely day but was more interested in the wrapping paper than the presents."
After the service, conducted by the rector of Sandringham Jonathan Riviere, the Prince of Wales and Duchess of Cornwall chatted to Park House residents while the Queen was presented with gifts from children.
The Queen was wearing a burnt orange cashmere Stewart Parvin coat, fur hat and a diamond brooch.
Prince George stayed in the warm as the Royal Family attended their traditional Christmas Day church service.
It was a full house at Sandringham as four generations gathered for the festivities on the Norfolk estate.
The Duke and Duchess of Cambridge looked relaxed as they made the journey to St Mary Magdalene Church on foot holding hands. But there was no sign of Prince George as temperatures stayed just above freezing.
One member of the crowd shouted: "Where's the baby?"
Wearing a tartan Alexander McQueen coat and hat by Gina Foster, Kate smiled and waved to the crowds.
In 2011, Prince Philip was absent from many public appearances after being admitted to hospital for a heart operation.
Three generations of the Royal Family have celebrated together as they attend a traditional Christmas Day church service.
The Queen, the Duke of Edinburgh, Prince Charles and the Duke and Duchess of Cambridge were all seen taking a morning walk to the service on the Sandringham Estate in Norfolk.
The Queen will reflect on the birth of her great-grandson Prince George in this year's Christmas message.
In reference to the changes a new baby brings, the Queen will say "...the arrival of a baby gives everyone the chance to contemplate the future with renewed happiness and hope".
During the broadcast, behind-the-scenes footage will also be shown of the official photoshoot at Clarence House that marked the prince's christening in October.
The message will be transmitted on both television and radio at 3pm today.
The Queen will reflect on prominent events over the past year during her traditional Christmas broadcast - from the service that marked the 60th anniversary of her coronation to the birth of Prince George.
It will also feature her contemplating the role of the Commonwealth and looking ahead to the Commonwealth Games being staged in Glasgow next year.
During the broadcast, which was recorded earlier this month in Buckingham Palace, the Queen will say: "We all need to get the balance right between action and reflection.
"With so many distractions, it is easy to forget to pause and take stock."
The message will be transmitted on both television and radio at 3pm today. It will be available on the Royal Channel on YouTube.