"All this snow got me remembering how cool mum and I were in the 90s #flashbackfriday," she joked.
Fergie wore a stylish fluffy hat with a matching white ski jumper while holding bub Eugiene on her shoulders.
The Duchess of York shares a close bond with her two daughters, Beatrice and Eugenie, and still remains on good terms with their father, Prince Andrew.
Last Christmas, she shared a sentimental family photo, tagging Prince Andrew and daughter Princess Eugenie.
The pair legally divorced in 1996 but have remained close friends, both living together at the Royal Lodge in Windsor.