Princess Beatrice walked to the church alongside her husband, Edoardo Mapelli Mozzi, while her younger sister, Princess Eugenie, was joined by her husband, Jack Brooksbank.
The attendance of both Beatrice and Eugenie marked a public show of support from the monarch, who has made clear that he holds his nieces in high regard despite the scandals engulfing their beleaguered parents.
Their sisters were also joined on the king’s private Sandringham estate by the Prince and Princess of Wales and their children, Prince George, 12, Princess Charlotte, 10, and Prince Louis, 7.
Their youngest displayed his well-documented playful side as he grabbed a giant Lindt chocolate gift from his father’s hands after hearing it was “for Louis”.
“I thought that might happen,” Prince William laughed as he thanked the individual for the “kind” Christmas gift.
A few steps behind the king walking to church was the princess royal and her husband, Vice Admiral Sir Tim Laurence, as well as Anne’s daughter, Zara Tindall, and her husband, former England rugby player Mike Tindall.
They waved and thanked the members of the public who had waited since the early hours to catch a glimpse of the family and wished them a merry Christmas.
Braving temperatures close to freezing, the crowds of more than 500 were wrapped up in blankets, big coats and woolly hats.
The royal family’s 50-minute church service on Thursday morning included renditions of Christmas carols, O Come, All Ye Faithful, Oh Little Town of Bethlehem and Hark! The Herald Angels Sing.
Members of the public joined in to sing along to the hymns before the members of the royal family emerged again to meet them afterwards.
The queen was handed a bouquet of flowers by one woman, as the king, Prince and Princess of Wales and their three children spoke to the waiting crowds.
Princess Beatrice and Eugenie were seen waving to crowds as they left the courtyard, but were not seen stopping to speak to any of them.
Meanwhile, Princess Charlotte was seen giving Gemma Clark, 45, a “big hug” in her wheelchair as they exchanged Christmas well wishes.
Clark, from Lincolnshire, said: “Charlotte was amazing. I said Merry Christmas and she said thank you and gave me a big hug.”
Her father, Paul Clark, 75, said they had given Princes George and Louis origami aeroplanes.
Prince William told them of George’s extensive aircraft knowledge, adding that his eldest son would “know all of them”.
Elsewhere, Hilary Marsh, 73, and her husband Brian, 77, said it was only right that Princesses Beatrice and Eugenie were there for the annual Christmas tradition with the royal family.
Marsh, from Burwell, Cambridgeshire, said: “Beatrice and Eugenie are marvellous girls.
“They’ve done nothing wrong and it must be quite hard for them with everything that’s going on.”
Joan Beale, 67, from Cambridge, who attended with friend Sarah Burgoyne, 57, from Boston, Lincolnshire, said they were glad the two girls had made an appearance.
They said the family had acted in “the right way” and “with some dignity” regarding the King’s younger brother, now known as Mr Mountbatten-Windsor.
James Taylor, 41 said the removal of Andrew’s titles showed the family was taking the matter “seriously”.
“It has been a source of embarrassment for the family, but this shows how seriously they’re taking it,” he said, adding the saga had “reflected badly on the family”.
“I’m sure it’s the right thing he’s not here to take the focus away from the King and Queen,” he added.
During their return walk, George, Charlotte and Louis received numerous gifts from crowds, with police officers regularly stepping in to help by taking armfuls of presents off them.
The gifts included chocolate selection boxes, flowers and a big brown teddy bear for Louis.
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