The royal couple shared the cute snap which was taken at Kensington Palace in late October.
The image was shot by photographer Chris Jelf, who raved about the young family.
“I thoroughly enjoyed photographing a very lovely family, although you have to be sharp as you don’t have long when there are two young children involved!” he said.
“I hope everyone enjoys this photo and I am honoured that The Duke and Duchess have decided to share it with the public.”
A Kensington Palace statement read: “The Duke and Duchess are hugely appreciative of all the warm messages they have received about their family this year and are very much looking forward to their first Christmas as a family of four.”
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