The mother-of-three wore a festive red plaid outfit for the event.
Also joining the Cambridge's were other members of the royal family including Prince Charles, Prince Andrew and Princess Beatrice.
Meghan Markle, Prince Harry and their 7-month-old son Archie were noticeably absent from the family affair and are believed to be travelling abroad.
In other Cambridge family news, the Duke and Duchess have sent out their official family Christmas card.
The stunning family photo shows Will and Kate smiling alongside their three adorable children as they all pose on a motorcycle.
While it is not yet known where the photo was taken, it was posted on Twitter by Air Commodore Dawn McCafferty of the RAF Air Cadets, an organisation which thee Duchess is a patron.
"A Christmas card from our Royal Patron, HRH The Duchess of Cambridge, which I share with all members of the @aircadets. We send HRH and her family all best wishes for Christmas and hope to see her again in 2020," Dawn captioned the snap.