Officials had reserved the first class compartment of the train for the 100 mile trip. There was a buzz of excitement at King's Lynn station ahead of the arrival of the Queen, who was wearing a flecked green coat and a patterned headscarf and was flanked by her personal protection officers.
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The Queen arrives in Norfolk for the start of her Christmas holidays
After arriving in Norfolk, she left the platform via a side entrance – which was renamed the Queen's Gate when the station was given a refurbishment two years ago. She was then led to a waiting Range Rover for the final 10-mile leg of the journey to Sandringham.
Station manager Graeme Pratt said he was delighted to have the Queen on board. "It's an absolute privilege to transport the Royal Family, especially Her Majesty," he said.
The Queen caught the 10.45am train from King's Cross in London
The Queen and Prince Philip travel to Sandringham every year for the festive period. They usually stay there until early February, when the monarch celebrates the anniversary of her accession.
On Christmas Day, the royal couple and the rest of the royal family, including the Duke and Duchess of Cambridge, Prince Charles, the Duchess of Cornwall and Prince Harry, will attend a traditional service at the parish church of St Mary Magdalene, near Sandringham, before returning to the Queen's 20,000-acre estate for a Christmas lunch.