Some of the 3,000 or so packed into the park had queued through the night, hoping for a glimpse of nine-week-old Princess Charlotte and Prince George.
Charlotte was pushed to church in a vintage pram by her mother, the Duchess of Cambridge. George walked alongside his father, Prince William, holding his hand.
It was the first time the Cambridges, who have made their home at Anmer Hall, on the Sandringham Estate, have been seen in public together as a family of four.
Charlotte, who had started to cry as they arrived at church, was picked up and comforted by her mum, before she carried her inside.
George slipped from his father's hand and tried to wander off, but was re-captured by Prince William.
The congregation numbered just 21 for the private 45-minute service, conducted by the Archbishop of Canterbury.
The princess's five godparents were the first to arrive, along with their four spouses.
They are Diana, Princess of Wales' niece and William's cousin the Hon Laura Fellowes, Kate's cousin Adam Middleton, Sophie Carter - a long term friend of Kate's, William's Eton school friend James Meade and one of his best friends since childhood Thomas van Straubenzee.
They were followed by Kate's parents - Michael and Carole Middleton, her brother James and sister Pippa.
Prince Charles and the Duchess of Cornwall were the first Royal arrivals, followed by the Queen and Duke of Edinburgh.
While the rain which had poured down earlier returned while the 45-minute service was in progress, the sunshine re-appeared as guests re-emerged.
Princess Charlotte Elizabeth Diana of Cambridge was born on May 2 at 8.34am, weighing 8lbs 3oz.
Her second middle name is a tribute to William's mother Diana, Princess of Wales, who died in a car crash in Paris, 1997.
The baptism also took place in the same church that Diana was christened in 1961, a stone's throw from her childhood home Park House.
Afterwards, guests made their way to nearby Sandringham House for tea hosted by William and Kate, where they were served slices of christening cake.
Kate wore an ivory Alexander McQueen outfit with Jane Taylor hat, while the Queen wore an old rose jacquard woolen coat, and old rose flower dress and matching hat.
George - in red shorts and white shirt wore an almost identical outfit to the one William wore when he first met baby Prince Harry in September 1984.
Kate pushed Charlotte to church in a 1950s Millson pram, used by the Queen's youngest two children, princes Andrew and Edward.
As the crowds began to disperse Norfolk's veteran Royal watcher Mary Relph, 81, from Shouldham, said: 'It was really wonderful, they did us proud. It was like a little family gathering. I caught a glimpse of the baby and little Prince George, that was lovely.'
First in line to get into the paddock this morning was Terry Hatt, from Weston Super Mare in Somerset, who started queuing at 4.30pm yesterday.
The 80-year-old, described himself as a 'bit of a royal fan'. He is no stranger to waiting for a glimpse of the Royals, having camped outside St Mary's Hospital in London for the birth of Prince George and Princess Charlotte.
Mr Hatt, a retired carpenter and joiner, said: 'The baby came two or three days before my birthday. It was a special one as it was my 80th.'
Fellow royal fan Alan Mowton, from Fossdyke in Lincolnshire, arrived at the park at 8am.
The 50-year-old farmer said: 'It's a lovely crowd here and a lovely atmosphere. It's really nice to think they have chosen Sandringham to have Princess Charlotte christened. It's really good for Sandringham.'
Others who have travelled far and wide for the special occasion is Caryll Foster from Kingston on Thames, who is waiting for the Royals with her friend Maria Scott and her daughter Amy Thompson.
Maria, 55, from Newcastle, camped out at St Mary's Hospital for two weeks ahead of Princess Charlotte's birth and said the Duke and Duchess sent her a breakfast after spotting her patiently waiting.
The Cambridges have asked that any flowers brought by well wishers be donated to East Anglian Children's Hospices (EACH). The Duchess of Cambridge has been the charity's royal patron since 2012 and EACH staff set up a gazebo in the park to receive any bouquets.
Laura Beveridge, from EACH, said: 'They're going to be delivered to all three of our hospices for our staff, volunteers and families to enjoy.'
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