The Queen has been in attendance of the event since the first day, and has frequently been seen smiling throughout.
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The trio were spotted as they watched the cross-country section of the carriage driving.
They were all smartly dressed with Edward appearing in a grey suit coat with a white shirt, striped tie and beige trousers.
Countess Sophie wore a blue hat, that was adorned with a feather, a grey overcoat that covered a white shirt, as well as a pair of blue chinos and a pair of small brown boots.
And the couple's daughter also dressed neatly for the event, wearing a blue coat, that featured gold buttons, a green top and a pair of black trousers that covered her footwear.
The royals watched the cross-country section
The 17-year-old has competed in the competition before, having achieved third place at the event in 2019, where she was cheered on by the late Duke.
The Queen has also been enjoying the event, making it her first port of call upon her return from her royal visit to Scotland.
Her Majesty, who is an avid horse fan and owns several racehorses, was photographed looking in her element as she excitedly soaked up the atmosphere during the third day of the event.
Opting for a more casual look than usual, the monarch looked comfortably chic in a navy padded gilet which she wore over a white shirt and teamed with a vibrant green cardigan and cotton skirt.
On the first day of the event, she was joined by a close family friend, the Countess of Burma, Penelope Knatchbull.
Sophie was all smiles during the event
Known informally as Penny, the Countess is the only daughter of butcher-turned-businessman Reginald Eastwood and she became close to the royal family through her relationship with Norton Knatchbull, 3rd Earl of Mountbatten.
Penny stood with the Queen in her royal box and wore a beige coat with a striped shirt underneath.
The duo clearly enjoyed themselves at the Royal Windsor Horse Show, as several photos featured them grinning during the event.
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