Kate, 33, and William, 32, gave waiting photographers the slip when they arrived at a rear entrance of Anmer Hall, on the Sandringham estate, with Prince George and Princess Charlotte this afternoon.
The royal family left Kensington Palace for the ten-bedroom Norfolk retreat in a black Range Rover at lunchtime and were expected to arrive at the front entrance of Anmer Hall about two-and-a-half hours later following the 120-mile drive.
Prince William drove his wife, who was wearing a blue and white printed scarf by Beulah with pearl drop earrings from Annoushk, and their children - 21-month old Prince George and new arrival Princess Charlotte Elizabeth Diana - who were strapped safely in car seats in the back of the vehicle, hidden behind blacked-out windows.
However, despite the gates of Anmer Hall being opened at about 3.40pm, the prince didn't use the front entrance and instead used a side entrance about 400 yards away.
It is believed the opening of the main gates was a trick to make photographers think that William would be driving in.
An unmarked police Land Rover Discovery was also parked nearby with its blue lights flashing - but the gates suddenly slammed shut after five minutes.
The Duke and Duchess have made it clear that they plan to spend most of the summer at Anmer Hall as they get to grips with bringing up a toddler and a baby.
It is believed that they will spend the bulk of the next few weeks behind closed doors at the redbrick Georgian mansion and away from the eyes of the world's media.
William and Kate are fiercely protective of their children's privacy and it is likely that Princess Charlotte's christening, which will be in three or four months, will be the next time she is photographed in public. Even then, that is unlikely to be a public event, with only a handful of photographs released to the media.
Following the christening, the royal family are expected to remain based at the spacious bolt-hole over the coming years, where they will be able to bring up their children in idyllic seclusion.
Their outing today is the first for four-day-old Princess Charlotte, who has not been seen since leaving hospital on Saturday.
Kate and William, who yesterday registered the birth of Charlotte Elizabeth Diana, have spent the last three days in their London residence with their newborn daughter, where they were visited by her namesake the Queen, doting grandfather Princes Charles and the Middleton family.
The Duke and Duchess of Cambridge have formally registered the birth of Princess Charlotte pic.twitter.com/nY2hUxaEKi
— The Duke and Duchess of Cambridge (@KensingtonRoyal) May 5, 2015
William is on paternity leave from his job as an air ambulance helicopter pilot and is expected to start the final phase of his training at the beginning of June.
The couple are expected to issue a family photograph with their daughter and 21-month-old Prince George in the coming weeks, but are otherwise expected to remain away from the world's media.
The Duke and Duchess's full-time live-in nanny, Maria Teresa Turrion Borrallo, will be on hand to help as they adjust to life at Anmer Hall and Kate's mother, Carole Middleton - who spent six hours with her granddaughter on Sunday - is also expected to offer her support.