The couple, who were stepping in for the Queen, watched stars of the show including host Michael McIntyre, comedian Jack Whitehall and boy band One Direction from the theatre's royal box.
Of course, it was also another opportunity for Kate to whip out an elegant evening gown.
After she wowed in a bespoke Jenny Packham design at the Natural History Museum two weeks ago, the duchess chose a floor-sweeping lace dress by Diane Von Furstenberg this time around. She swept her hair back into a low chignon and completed her look with diamond earrings. As usual, Kate looked stunning.
Before they took their seats, William and Kate were invited to a meet and greet with the celebrity line-up.
The royal couple also got a chance to do something millions of girls around the world are longing for - chat to One Direction.
And yes, Kate and Harry shook hands.
The Mirror reports the boys were nervous ahead of their meeting with the royals.
"It's the most nervous I think I've ever been in my life," Liam Payne said. "I didn't say ma'am," added Louis Tomlinson. "I said - Hi. How are you? I'm Louis."
Harry's thoughts? "I said congratulations on the bump. (Though) she didn't look bumpy."
It sounds like the duke and duchess were a hit. So, will it be a regular event in their calendars now, or will the Queen be back to meet pop royalty next year?
"As with any other invitation, attendance by the Queen and the Duke of Edinburgh will be assessed on a case-by-case basis," a Buckingham Palace spokesman told the Mirror.
Harry Styles meeting the monarch? Now that's something we'd like to see.
More of Kate's flawless maternity style below: