Guests at the christening included Princess Eugenie and her husband Jack Brooksbank, the singer James Blunt, who is a friend of Princess Beatrice, and European royalty such as Princess Nina of Greece and Denmark.
It is the first time Mountbatten-Windsor and Ferguson are known to have been invited into a palace since he lost his titles.
Mountbatten-Windsor had his birthright title as a prince removed by the King because of his “serious lapses of judgment” over his association with Jeffrey Epstein.
Ferguson also lost her courtesy royal divorcee title and has reverted to her maiden name.
The former prince was photographed riding privately in Windsor Great Park last month, but this is the first royal event he has attended since the funeral of the Duchess of Kent at Westminster Cathedral in September.
Buckingham Palace has always been clear that he remains welcome at family occasions, although he will not be seen at Sandringham for their walk to church on Christmas Day.
Princess Beatrice has recently spoken about the challenges she faced after Athena was born prematurely.
She told the Borne Podcast: “I think so often, especially as mums, we spend our lives, you know, feeling we have to be perfect to do this.
“And sometimes, when you are faced with that moment of learning that your baby’s going to come a bit early, it can be incredibly lonely.
“Even now, talking to some of the mums who know about my work with Borne, they feel this sense of life-changing relief that can come with knowing that there is an organisation there that is supporting the research and supporting the questions, and asking some of these important questions.”
Announcing the birth of Athena in January, Mapelli Mozzi wrote on Instagram: “We welcomed Baby Athena into our lives last week. She is tiny and absolutely perfect. We are all (including Wolfie and Sienna) already completely besotted with her.
“Our hearts are overflowing with love for you, baby Athena.
“A massive thank-you from my wife and I goes out to all the wonderful staff at the Chelsea and Westminster Hospital for their exceptional care and support during this incredibly special time.”
Ferguson, the baby’s maternal grandmother, said Athena was “already so adored”, calling the family “my little five-a-side team”.
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