The couple were greeted by well-wishers as they arrived at the stadium to kick off their unannounced two-day tour of Northern Ireland.
It is the third time the royal couple have visited the region together.
O'Neill, who himself won 31 caps playing for Northern Ireland, has been credited with bringing the glory days back to the team during his tenure as manager.
During their visit to Windsor Park, they learnt about initiatives to get more women in "key decision roles within football" and a programme aimed at young people who are not in employment, education or training.
The Youth Village, which sits on the shores of Lough Erne, caters for young children from across the island of Ireland.
Meanwhile, William's balance was tested as he walked across a low-ropes assault course.
They were given the official welcome to the venue by Lord Lieutenant of Belfast Fionnuala Jay-O'Boyle.
The duchess missed her first shot, but with some tips from the children hit the target on her second attempt.
Middleton's royal date, Prince William, kept his look in line with his daytime style, stepping out in a navy suit with a white dress shirt peeking out from beneath his blazer.
Inside they met former Olympian Mary Peters as well as a number of young people from her trust, which helps aspiring athletes.