Prince George held onto his father's hand as he greeted his headteacher Helen Haslem at the school gates.
The Duchess smiled and asked: "How are you? Did you have a nice summer?", and Ms Haslem bent down to shake George's hand and then Charlotte's.
Prince William then revealed Charlotte was "very excited" about her first day.
The school in south London is very expensive to attend if just one child is attending from reception to year 2 (ages 4-7), the cost is £6,429 per term.
Costs go up by nearly £1,000 for first children in years 3 to 8 (ages 7-13), with the termly cost rising up to £7,262.