According to royal sources, the couple had private plans for the weekend.
Also in attendance at the service was Zara Tindall, who dressed her growing bump in a vibrant blue coat, along with Princess Beatrice, Princess Eugenie and her fiancé Jack Brooksbank.The Queen, who looked lovely in a vibrant pink skirt suit, arrived alone without Prince Philip, who is said to be suffering from a hip problem.
He was due to attend an event at Windsor Castle to mark Andrew's new role as Colonel of the Grenadier Guards but was unable to attend because he was feeling "under the weather", the Daily Mail reported.
Numerous royals made the trip from Windsor Castle to the chapel on foot, but the 91-year-old queen, clad in hot pink and sensible black flats, arrived by auto, as did Will and Kate. Last summer, he stepped down from public duties, the paper wrote.
The Queen, who celebrates her 92nd birthday later this month, led her family into the chapel, being offered a salute by an attending police officer.
Another yearly tradition for the royal family includes a church service at St. George's Chapel.
When it was announced past year that he would be retiring from official engagements, Buckingham Palace stressed that the decision was not health-related and he had the full support of the Queen.
Prince William and Kate Middleton's third baby "will be known as His Royal Highness Prince [name] of the United Kingdom of Great Britain and Northern Ireland, or Her Royal Highness Princess [name] of the United Kingdom of Great Britain and Northern Ireland", Town & Country explained.