Prime Minister John Key and his family were among those seated in the royal pews at Crathie Kirk near the gates of Balmoral for the morning service last night (NZ time).
They were greeted by an army of media representatives hoping to catch a glimpse of Prince William, the Duchess of Cambridge and Prince George, who have been at Balmoral for the past week.
The royals have attended the 11.30am service at the old, small stone church along with the locals since Queen Victoria bought Balmoral in 1852.
The royals and their Balmoral guests sit in an annex to one side of the church, which has a bust of Queen Victoria in front of it. The front half of the pews in the main body, which have a view of the annex, are reserved for the locals, so the royals can worship without the curious eyes of tourists on them.
Mr Key spent his first full day on the estate playing golf, before a formal dinner on the Saturday night. He also had a private audience with the Queen in her private sitting room at the castle yesterday (early morning New Zealand time), in which the America's Cup was the first subject she raised, saying she had been reading about it and asking about New Zealand's chances.
She also asked whether he had been chilly as autumn kicked in around Balmoral.
Mr Key is believed to be the first New Zealand Prime Minister invited to Balmoral - and that is seen by some as a sign the Queen is trying to strengthen Commonwealth links.
Before he went in, he said he expected to update the Queen on the Christchurch rebuild. They could also discuss the Commonwealth, as the Commonwealth Heads of Government Meeting in Sri Lanka looms in November - the first time she will not attend in about 40 years.
Mr Key leaves Balmoral this morning, and soon after British Prime Minister David Cameron will arrive there.