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 reportedly travelling abroad.
In other royal family news, the Duke and Duchess have sent out their official family Christmas card.
The adorable family photo shows Will and Kate smiling alongside their kids as they all pose on a motorcycle.
The card 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.