Princess Charlotte has been christened at a church in Sandringham after the Cambridges made their first public outing as a family of four.
The Duke and Duchess of Cambridge pushed the princess in a pram the Queen used for two of her own children.
Several thousand well wishers greeted the royals, while Prince George delighted the crowds on foot.
The royal couple announced ahead of the christening that they had chosen five godparents for the princess.
The christening was held at the Church of St Mary Magdalene, and attended by guests including the Queen and Duke of Edinburgh.
Other attendees included Prince Charles and the Duchess of Cornwall, Catherine's parents Michael and Carole Middleton and her two siblings, Pippa and James.
The baptism, conducted by Archbishop of Canterbury the Most Reverend Justin Welby, was held in private.
Princess Charlotte has two fewer godparents than her brother George, and none from within royal circles.
The five include Catherine's cousin Adam Middleton, William's cousin Lady Laura Fellowes and Thomas van Straubenzee, a friend of the duke's.
The final two are the duke's friend James Meade - who read the lesson during the service - and the duchess's friend Sophie Carter.
Mr van Straubenzee, whom William met at Ludgrove Prep School, and Mr Meade, a friend from Eton, were both ushers at the duke and duchess's wedding and gave speeches at the reception.
Lady Laura Fellowes is the daughter of Baroness Jane Fellowes - a sister of Diana, Princess of Wales.
Commentary: BBC royal correspondent Peter Hunt
This was a christening with echoes of the past and some distinctly Cambridge touches.
The baptismal font and the replica christening gown have served other baby royals well in the past. Even the pram was a hand-me-down from the Queen.
But when it came to godparents there wasn't a monarch, or a knight or a dowager in sight.
Once such people provided infant Windsors with their spiritual guidance. Now, William and Kate have turned to their close friends and their close family to fulfil this role.
William's mother, Diana, may have been absent, but she wasn't forgotten. One of her relatives is a godmother and the chosen church was where she too was baptised.
This was the first time William, Kate, George and Charlotte have been seen together. Such sightings won't become commonplace. The Cambridges are keen to limit their children's public appearances as they grow up.
Like her brother, Charlotte was christened in a replica of the lace and satin christening gown made for Queen Victoria's eldest daughter, Victoria, the princess royal, in 1841.
The original was worn by all royal babies until the christening of Prince Edward's son James, Viscount Severn, in 2008.
Charlotte was christened using the ornate silver gilt Lily Font which is usually on show as part of the crown jewels at the Tower of London.
Who are the godparents?
- Lady Laura Fellowes - cousin of Prince William, niece of the late Diana, Princess of Wales. As a child she was famously pictured alongside a young, misbehaving William at the Duke and Duchess of York's wedding
- Adam Middleton - cousin of Catherine. She attended his wedding to interior designer Rebecca Poynton in June last year
- Thomas van Straubenzee - friend of William's since prep school. Known as "Van", he accompanied William on his first official overseas tour to New Zealand
- James Meade - friend of William's since Eton and the son of Olympic gold medal-winning equestrian Richard Meade
- Sophie Carter - a close friend of Catherine's who has attended charity events with her
Among those gathered to catch a glimpse of the princess was 80-year-old royal enthusiast Terry Hutt, who camped overnight to get a good spot.
Wearing a union jack suit and hat, he said: "This is such a happy occasion and I just wanted to be part of it."
Laurie Spencer, 52, from Florida, gave up a $1,200 (£770) ticket to the British Grand Prix to attend.
"When I found out the christening was happening while we were here I knew I just had to be there, but there was no way my husband was," she said.
"We were having dinner last night and somebody on the next table heard us talking and asked if he could have my ticket instead, so they have gone to the Grand Prix and I have come here."
Anyone bringing flowers was asked to give them to representatives of East Anglia's Children's Hospices, where Catherine is a patron, who will then take them to hospices in the region.
Prince Harry was among those missing from the ceremony. He is currently spending three months in Africa.
St Mary Magdalene is the church used by the Queen when she is resident on her private estate.
Archbishop Welby gave an address. He was supported by The Reverend Canon Jonathan Riviere, the Rector of the Sandringham group of parishes.
Lambeth Palace released the text of the homily given by the archbishop, which included the words: "It seems that different forms of ambition are hard wired into almost all of us. At a baptism our ambitions are rightly turned into hopes and prayers for the child, today for Princess Charlotte.
"Everyone wants something for their children. At our best we seek beauty, not necessarily of form, but of life."
Among the pieces of music chosen for the event was Vaughan Williams' Prelude on Rhosymedre - a piece the duke and duchess used as processional organ music at their wedding.
Mario Testino has been asked by William and Catherine to take the official photographs after the service.
Following the service, the duke and duchess hosted a tea at Sandringham House where guests were served slices of christening cake, which is a tier from their wedding cake.