The Royal Family brave the cold for Christmas Eve mass

The royal family have attended their traditional Christmas Eve church service but there was no sign of newly engaged royal couple Prince Harry and Meghan Markle.

Queen Elizabeth was wearing a light blue suit with matching hat and a single feather.

Queen Elizabeth leaving for Christmas Eve mass. Image: AAP

She arrived by car to a crowd who were waiting to greet the Royal Family outside of St. Mary Magdalene Church in Sandringham, joined by Sophie Wessex, 52, dressed in a festive red coat over a black dress.

The Duke of Edingburgh and the Duke of York arrive for the church carols event. Image: AAP

Prince Philip, 96, and his sons Prince Edward and Prince Andrew also braved the cold temperatures to attend the church service ahead of Christmas Day celebrations with the Queen.

Also in attendance were Princess Eugenie and Princess Beatrice who both stopped to greet the crowd.

Princess Eugenie and Princess Beatrice were also in attendance. Image: AAP

Prince Harry and Meghan Markle will join Christmas Day celebrations today as will Prince William, Duchess Kate and their two children Prince George and Princess Charlotte.

Queen Elizabeth will give her annual Christmas Day address to the world later today.