The family were greeted by well-wishers hoping to catch a glimpse of the royals as they entered the church.
The Duchess of Cambridge, wearing a blue coat and hat, was given flowers by onlookers after the couple left the church.
St Mary Magdalene is regularly used as a place of worship by the royal family, including for the Christmas Day service.
Each winter, the Queen and Duke of Edinburgh head to the Norfolk estate, typically staying until February.
William and Kate also have a home in Sandringham – the 10-bedroom Georgian mansion, Anmer Hall.