Philip and Camilla did not join the rest of the royals as they made the short walk from the Queen's Sandringham home to the nearby church of St Mary Magdalene.
It is understood the duke is in good health and will spend the day relaxing privately with his family.
Camilla missed an appearance at the Olympia Horse Show last week due to a heavy cold and is believed to be still recovering from the bug.
The Duke and Duchess of Cambridge and Duke and Duchess of Sussex led the way with the Prince of Wales.
Kate and Meghan have been the subject of a series of media reports claiming there is a rift between the two duchesses.
But they walked side by side along the path that led to the church, talking together as they went.
Hundreds of royal fans braved the chilly conditions to catch a glimpse of members of the monarchy who traditionally spend part of the festive period with the Queen at Sandringham.
Many had brought bouquets of flowers or had got in the Christmas spirit by wearing Santa hats.
Meghan walked arm in arm with Harry past the dozens of well-wishers who called out "Merry Christmas" to the royal party as they went by.
Behind the lead group strode Peter Phillips holding the hands of his daughters Savannah and Isla, and they were followed by Princess Beatrice and Peter's wife Autumn Phillips.
A few metres behind were Princess Eugenie and her husband Jack Brooksbank, who smiled at the crowds as they walked towards the church.
Towards the back of the group were the Earl and Countess of Wessex with their children, Lady Louise Windsor and Viscount Severn, the Princess Royal and Vice Admiral Sir Tim Laurence and Zara and Mike Tindall.
The Queen arrived in her state limousine with the Duke of York.