Sophie and Edward also have a son James, Viscount Severn, 13, who did not join them for the service on Saturday.
According to Prince Andrew, 61, who also attended the service at All Saints Chapel the Queen has been hit hard by her husband’s death.
Speaking outside the church, The Duke of York said: “The Queen as you would expect is an incredibly stoic person.
“She described his passing as a miracle and she’s contemplating, I think is the way that I would put it.
“She described it as having left a huge void in her life but we, the family, the ones that are close, are rallying round to make sure that we’re there to support her.”