The Queen and Prince Philip were among the guests at the wedding of Lady Gabriella Windsor and Thomas Kingston.
Public relations director Lady Gabriella, 38, is the daughter of the Queen's cousin, Prince Michael of Kent.
It was the third royal wedding to be held at Windsor Castle's St George's Chapel in less than a year.
The Duke of Sussex attended without his wife Meghan, Duchess of Sussex, or their son Archie who was born earlier this month.
Prince Harry accompanied Peep Show actress Sophie Winkleman, who is married to Lady Gabriella's brother, Lord Frederick Windsor.
The Duke of Cambridge was not at the wedding, because he will be at the FA Cup final between Manchester City and Watford in his role as president of the Football Association.
Among the guests - who arrived in vintage buses near St George's Chapel - was the creator of Downton Abbey, Julian Fellowes, and Pippa Middleton, who is the sister of the Duchess of Cambridge and also a friend of the groom.
Lady Gabriella and Mr Kingston, 40, have been in a relationship for several years and became engaged last summer on the island of Sark.
She is not a working royal and works for a public relations company in London.
Who is Lady Gabriella Windsor, and who is she marrying?
Lady Gabriella Windsor is the daughter of Prince Michael of Kent - whose uncle was King George VI, the Queen's father.
Her older brother, Lord Frederick Windsor, is married to actress Sophie Winkleman, who starred as Big Suze in Peep Show.
Lady Gabriella works as an arts and travel director for Knightsbridge-based public relations company, Branding Latin America. Known as Ella, she has degrees from Brown University in the US and the University of Oxford.
The groom is 40-year-old Thomas Kingston, who works in finance and directs Devonport Capital.
According to the Daily Telegraph, he previously held a post at the Foreign Office where he travelled to Baghdad, Iraq, to procure the release of hostages.
The ceremony began at 12:00 BST at the 15th Century chapel.
Prince Harry and the Duchess of Sussex - who live nearby and whose first child was born earlier this month - also married at St George's Chapel last May, as did Princess Eugenie and her husband in October.