Prince William** and Kate Middleton shared the holidays with both of their families.

The royal couple, who are expecting their first child together, traveled to Sandringham estate on Boxing Day, Dec. 26 to spend time with William's family after spending Christmas with the Middletons in Bucklebury, a source confirms to Us Weekly.

Despite it being a rainy day, William, 30, joined Prince Philip and other royal family members for a traditional Boxing Day shoot at nearby Wood Farm in Wolferton.

His pregnant wife, 30, however, stayed back in the house with Queen Elizabeth II, who had just recovered from a cold, the source tells Us. (Middleton has been taking it easy since announcing she is pregnant on Dec. 3. The Duchess of Cambridge was battling Hyperemesis Gravidarum, an acute form of morning sickness, and was hospitalized for several days.)

The ladies did join the others at Wood Farm for lunch following the shoot. The traditional lunch was served in a conservatory area and included cold meats, cheeses, fresh bread and soup.

Queen Elizabeth II had hoped William and Middleton would spend Christmas at Sandringham. A source told Us she had even invited the Duchess' parents, Carole and Michael Middleton, to be the first-ever non-royals to attend her traditional gathering. But a spokesperson for St. James's Palace confirmed to Us that the Duke and Duchess would spend the holiday privately with the Middleton family instead.

William and Middleton stayed at Sandringham House the night of Dec. 26. A source tells Us the couple plans to ring in the New Year at Prince Charles**' private Highlands estate, Birkhall.

This article originally appeared on Usmagazine.com: Prince William, Kate Middleton Visit Sandringham for Boxing Day