Prince Louis of Cambridge is being christened in a private ceremony but the the Queen and the Duke of Edinburgh did not attend.
Buckingham Palace says the decision was not taken on health grounds, instead, mutually agreed by the Queen and the Cambridges some time ago.
The Duke and Duchess of Cambridge made their way into the service in London with their three children.
It is the first time the family have been seen together in public.
Eleven-week-old Louis was dressed in the cream, frilly lace royal christening gown as the Archbishop of Canterbury welcomed the royals.
The Duchess was heard describing her sleeping son as "very relaxed and peaceful" while holding Louis.
Kate added, with a smile: "I hope he stays like this."
Louis's aunt and uncle, the Duke and Duchess of Sussex were among the guests in the chapel at St James's Palace in London.
Meghan - who is attending her first royal christening - looked stylish, dressed in an olive-green Ralph Lauren outfit and Stephen Jones hat.
Who are the godparents?
Guy Pelly, a close friend of the Duke
Nicholas van Cutsem, one of the van Custem brothers, who are long-time family friends of William and Harry
Harry Aubrey-Fletcher, who went to Ludgrove School and Eton with William
Lady Laura Meade, who is married to William's close friend James Meade
Hannah Carter, formerly Hannah Gillingham, Kate's Marlborough schoolfriend
Lucy Middleton, the Duchess's cousin
Others people there Louis's grandfather, the Prince of Wales, step-grandmother the Duchess of Cornwall and maternal grandparents Carole and Michael Middleton.
Kate's brother James Middleton, and Kate's pregnant sister Pippa with her husband James Matthews - the brother of former Made In Chelsea star Spencer Matthews - were also among the guests.
Prince Louis Arthur Charles of Cambridge, fifth in line to the throne, was born on St George's Day, April 23, at the private Lindo Wing of St Mary's Hospital in Paddington, London, weighing 8lb 7oz.