The service took place at Windsor Castle's St George's Chapel, where Prince Harry and Meghan Markle will marry on May 19, but the pair were not in attendance.
Prince Philip was also absent from the Easter Mattins Service, with the 96-year-old seen less frequently since he retired from public duties.
Most of the royals walked down the hill from Windsor Castle to the chapel behind Princess Anne and her husband Vice-Admiral Sir Timothy Laurence, but the 91-year-old Queen arrived by car. William and Kate also took a car, arriving a few minutes late.
Princess Anne's son Peter Phillips and his wife Autumn, Prince Edward, the Countess of Wessex and their children Lady Louise Windsor and James, Viscount Severn, also attended.
Zara Phillips, who is also pregnant, wore a royal blue coat and stilettos. The Queen's granddaughter is expecting her second child with rugby star husband Mike Tindall.
This may be the last time the Duchess of Cambridge is seen in public before she gives birth, after winding up her public engagements on March 22.
The Queen was saluted by a police officer as she led her family into the chapel.
Harry and Meghan are busy preparing for their big day. The Suits star celebrated her hens party at a luxury spa retreat with ex-TV star Millie Mackintosh, 28, fashion designer Misha Nonoo, 31, and Harry's childhood pal Violet von Westenholz, 33.
Kate, 35, reportedly wanted to go but had to stay at home to rest.
Dress fittings with a top secret designer are said to be under way and rumours are swirling about who may make up the 36-year-old's bridal party.
Kate is unlikely to be part of the group since she will have a baby just a few weeks old, and is technically higher status than Meghan in royal family and would not traditionally take a "subservient role".
She's also not known Meghan as long as some of her older friends and, given her low-key appearance at sister Pippa's wedding, would probably veto a starring role.
