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?"
Prince William, Duke of Cambridge and Catherine, Duchess of Cambridge arrive for the Christmas Day service at Sandringham
Wearing a tartan Alexander McQueen coat and hat by Gina Foster, Kate smiled and waved to the crowds.
She was seen curtseying to the Queen, who was wearing an orange coat, as the family attended a private service earlier in the morning.
Prince Harry, still sporting a beard from his exertions in the Arctic with the charity Walking With the Wounded, attended alone despite rumours that his girlfriend Cressida Bonas might join him.
The Duke of York accompanied the Duke of Edinburgh as they led the foot procession.
Eight-months pregnant Zara Phillips chose to travel by car with the Queen while her husband Mike Tindall walked alongside Peter Phillips as part of one of the longest Christmas Day processions of recent years.
About 3,000 well-wishers gathered outside the church to watch them arrive.
Before the service a pilot entertained them by drawing a smiley face, heart and kiss in vapour trails in the sky.
The service opened with a rendition of Christians, Awake followed by Once In Royal David's City.
Recent years have seen reduced numbers - last year the Duke and Duchess of Cambridge chose to spend Christmas Day with Kate's family in Berkshire, while Prince Harry was on tour in Afghanistan.
In 2011, Prince Philip was absent from many public appearances after being admitted to hospital for a heart operation.
There had been unconfirmed reports that grandparents Michael and Carole Middleton would also attend. There was no sign of them but it is thought they may arrive at the estate tomorrow.
Queen Elizabeth II after the traditional Christmas Day church service
The royal habit of spending Christmas at Sandringham is believed to date to Queen Victoria's reign.
The family traditionally open their presents on Christmas Eve and will enjoy a Norfolk turkey with all the trimmings.
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.
Kate also collected flowers from a second line of children.
Mike Tindall was heard remarking "I feel a bit empty walking alone without a partner", as his wife waited to make
the return journey with the Queen.
The Duke of Wessex approached the crowd and joked: "I bet none of you know who I am."
The Queen was wearing a burnt orange cashmere Stewart Parvin coat, fur hat and a diamond brooch.
William told the 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."
Harry said he intended to keep his beard as it was a "royal tradition".