The royal couple and staff members traveled first class on the 10:44 a.m. train, the Daily Mirror reported. There was no word on whether they took advantage of the senior citizen's discount.
Some passengers were surprised to discover when they got off the train at King's Lynn that they had been traveling with the queen. Elizabeth and Philip were met at the station by a Range Rover for the 10-mile drive to Sandringham.
The Christmas gathering, which generally includes all the queen's children and grandchildren, has been getting larger as the younger generation marries and has children of their own, the Daily Express reported. The queen typically gets to Sandringham several days ahead of time to make sure everything is ready.
The younger royals typically show up first, in reverse order of precedence with Prince Charles and Camilla, duchess of Cornwall, expected to arrive last, on Christmas Eve.
Camilla is also generally the first to leave so she can spend time with her children by her first husband.
The family opens presents Christmas Eve, a German tradition inherited from Queen Victoria and Prince Albert. On Christmas morning, they go to church and then have a lavish lunch, with the staff getting the rest of the day off.
On Boxing Day, Philip leads a shooting party.