The couple arrived at a carol service at St Mary Magdalene Church in Sandringham along with the Duke and Duchess of Cambridge.
The Queen returned after missing last year's service due to a heavy cold.
Princes Philip and Charles and the Duchess of Cornwall also attended, along with other members of the family.
After the service, Ms Markle joined members of the family in greeting the crowds - some of whom had been waiting outside since 05:00 GMT.