She was greeted by royal supporters as she entered the church near her Sandringham House estate with her son Prince Andrew.
Elizabeth, 93, has been managing a family crisis caused by Harry and Meghan's determination to spend most of their time in Canada and to completely alter their relationship with the rest of the royals.
In a statement released Saturday evening, she put the best possible face on events by saying: "I want to thank them for all their dedicated work across this country, the Commonwealth and beyond, and am particularly proud of how Meghan has so quickly become one of the family."
Harry and Meghan will stop using their "royal highness" titles and will lose all access to public funds when they stop carrying out official functions. The news has been greeted with dismay in the Sandringham area, where the queen and her family are familiar figures.
Later Sunday, Harry said in his first public speech since the announcement that he and his wife were stepping away from royal duties with "great sadness," but that there was "no other option."
He called the decision a "leap of faith" and said he hoped it would bring him and his family a "more peaceful life," adding that he and Meghan intend to continue a life of service. He made the remarks at a dinner to support Sentebale, his Africa-based charity supporting youngsters with HIV, at the Ivy Chelsea Garden in London, and posted a video of the speech to his and Meghan's official Instagram account.
His father Prince Charles and brother Prince William have so far been silent.
Royal watcher Rosie Viles, who waited for a glimpse of the queen, said she wasn't shocked by the decision but was upset.
"It's very sad that he feels that he's got to stand away from royal duties but he's obviously made that decision and I think part of that might have been to do with his mum, Princess Diana," she said, referring to the Diana's death in 1997 when she being hounded by the press. "I'm sad but it's his decision at the end of the day and obviously the queen has sorted it all out."