Kate, smiling in a green plaid Alexander McQueen coat and Gina Foster hat, held hands with William as they joined the rest of the Royal Family at the 11 a.m. service at St. Mary Magdalene Church on the Queen's Norfolk estate, about 110 miles north of London.
At an earlier, 9 a.m. service, Kate greeted her grandmother-in-law, Queen Elizabeth, with a kiss.
While the rest of her family walked in the cold air to the later service, the Queen went in her car, accompanied by Sophie Wessex and Prince William's cousin Zara Tindall, who is expecting her first child next month.
Also at the church was Prince Harry, still sporting the beard he grew during his recent charity trek to the South Pole, and Princess Eugenie, back from New York where she works at an auction house. Her sister Princess Beatrice was joined by their dad, Prince Andrew.
This marks the second time Kate stayed at Sandringham for Christmas, since their first year of marriage, 2011.
Last year, they were with her family, going to church near the Middleton family home in Bucklebury.
This year, after the 45-minute service, Kate received bouquets and chatted with children in the crowd, saying that she and William had opened George's gifts with him.
"[Kate] told me he was having a lovely day but was more interested in the wrapping paper than the presents," Cicely Howard, 75, told reporters after speaking with the Duchess.
And William reportedly said they'd "had a good morning, and I can't wait until next year when he's bigger."
Chris Jackson / Getty