Meghan Markle, fiancée of Prince Harry, has battled nerves and broken with tradition to attend the traditional Christmas church service with Queen Elizabeth and senior members of the royal family.

In her first public appearance with the Queen, Meghan walked arm-in-arm with her fiancé, walking the short distance from the royals’ estate, Sandringham House, in Norfolk, to the morning church service at St Mary Magdalene Church.

Meghan, 36, who broke with tradition by attending the event with the Queen before she and Harry are married, smiled and waved at the many locals who had come, and with Harry even stopped to speak with many of them on their return to Sandringham.

The pair smiled as they waited for the Queen to depart the church, alongside Prince William and Kate. Many royal watchers thought Meghan looked nervous. Prince Harry appeared to talk her through the protocol.

When the Queen approached, Meghan curtsied, a little shakily at first. Wobbly or not, she pulled it off and looked relieved afterwards.

Meghan and Harry stopped to speak with onlookers on their return to Sandringham. Photo: AAP

This was the first Christmas the royal family had been joined by the American actress, who will marry Harry in Windsor Castle in May.

The Queen noted in her annual Christmas message that the family was looking forward “to welcoming new members into it next year”.

The Queen was joined by her husband, Prince Philip, and close family members including grandson Prince William and his wife, Kate, who is expecting the couple’s third child, due in the northern spring.

William and Kate also stopped to talk with local residents who had waited in the cold for a chance to give flowers to the royals. The crowd was larger than in past years, perhaps because of curiosity about Markle.

Queen Elizabeth, 91, and Prince Philip, 96, missed last year’s church service due to a bout of the flu, but they seemed in good health during Monday’s brief appearance. Prince Philip walked back to the Queen’s house with other royals, while the Queen opted to be driven.

Queen Elizabeth used her annual Christmas message to pay tribute to the way the cities of London and Manchester pulled together after extremist attacks earlier this year.

“This Christmas, I think of London and Manchester, whose powerful identities shone through over the past 12 months in the face of appalling attacks,” she said in the speech.

Joining the royal family before being wed marks a break in protocol. Photo: AAP

The Queen says it was her privilege to visit young survivors of the attack on a Manchester concert hall as they were recovering from the blast which claimed 22 lives.

“I describe that hospital visit as a ‘privilege’ because the patients I met were an example to us all, showing extraordinary bravery and resilience,” she says.

Queen Elizabeth also paid tribute to her husband, who this year stepped down from most public duties because of his advancing years. She praised him for his “support and unique sense of humour”.

The royal couple is spending the holidays at the Queen’s country estate in Sandringham and on Christmas Day enjoyed a private lunch after the church service.

– with AAP