The Queen caught the train to start her Christmas break in Norfolk.
Accompanied by the Duke of Edinburgh, the 91-year-old monarch joined passengers aboard the 10:44 from London to King's Lynn en route to her Norfolk retreat.
Most did not realise who was sitting in the First Class compartment near the front of the Great Northern service for the 90-minute journey from London King's Cross.
'We knew absolutely nothing until we were on the journey,' one man said. 'We saw her in the carriage, bizarre.'
Another male traveller added: 'I knew she was on the train but it didn't really bother me.'
The Queen and Duke, who was carrying a book on Michaelangelo, were greeted by station manager Graeme Pratt as they alighted on Platform 2.
'I asked the Queen about her journey and she said it was pleasant,' he said. 'We talked about the weather and she said it was mild for the time of year.
'I wished her a Merry Christmas and a Happy New Year. It's a privilege having her travel on our trains.'
Great Northern said the train ran on time. A spokesman said: 'It was a real honour to have Her Majesty and the Duke of Edinburgh using our services today.'
The Queen and 96-year-old Duke are believed to have bought £56 first class single tickets for the journey. While both would qualify by virtue of her age, neither is understood not to have used a Senior Citizen's Railcard, which would have enabled her to save 30pc of the fare.
After leaving the station via an exit known as the Royal Gate, the couple then got into a Range Rover for the final eight miles of her journey to Sandringham.
Members of the Royal Family are set to join her on Christmas Eve for their traditional festive gathering.
The Queen usually arrives a few days beforehand to oversee preparations, including choosing a Christmas tree from her own sawmill.
Thousands of wellwishers are expected at Sandringham on Monday when the Royal Family attend church.
Crowds are expected to be larger than usual this year, as Prince Harry and his fiancée Meghan Markle join the party.
The Duke of Edinburgh sometimes brings a book to read on the train.
This year, he stepped off the carriage holding a copy of Michelangelo: The Complete Paintings, Sculptures and Architecture by Frank Zollner.
The biography explores the historic masterpieces of the Renaissance artist and sculptor and the updated version was published earlier this year by Taschen.
Michelangelo (1475 - 1564) became the most well-known artist in the world. He was made famous by his statue of David and his painting on the ceiling of the Sistine Chapel in Vatican City.
First published in 2014 to commemorate the 450th anniversary of his death, the latest edition is retailing for around £45 on the publisher's website.
In previous years, the Queen has been spotted browsing on her iPad, leafing through paperwork and even opening Christmas cards on the journey from London to Lynn.
Comments: Our rules
We want our comments to be a lively and valuable part of our community - a place where readers can debate and engage with the most important local issues. The ability to comment on our stories is a privilege, not a right, however, and that privilege may be withdrawn if it is abused or misused.
Please report any comments that break our rules.
Read the rules here