A large crowd gathered to see the family, which did not include 5-month-old Prince George, the British Broadcasting Corp. reported.
His father, Prince William, told the crowd, "We've had a good morning with George and I can't wait until next year when he's bigger."
George's mother Catherine, the Duchess of Cambridge, indicated her son was well and had opened several Christmas presents.
The royal family will return to the Sandringham estate for a traditional turkey dinner, the BBC said, and to watch the queen's annual Christmas address to the nation on television.
2014: The Year in Music [PHOTOS]