It was the first holiday as a family of four and the first time the children had played in the snow, according to Kensington Palace.
The family, who are enjoying a short ski break in the French Alps, shared six photos.
As well as photos of the family of four together, they also released photos of the Duke and Duchess of Cambridge playing in the snow.
"The Duke and Duchess hope people enjoy these photos," Kensington Place tweeted.
Royal Photographer John Stillwell was invited to take the photographs of the family during their holiday.