They paid for the trip to the French Alps themselves, and kept all the details a closely guarded-secret.
Critical of the constant media attention in the past, Kate and William even dispensed with the usual photo-call that would accompany such a family outing.
They invited only a single Press Association photographer along who took only a small number of posed portraits of Prince George, 2, and Princess Charlotte, 10 months, enjoying the snow for the first time.
Six carefully selected snaps were then released to the media, just hours after their return.
“The Duke and Duchess of Cambridge are delighted to share new photographs of their family,” Kensington Palace said in a statement.
“The images show Their Royal Highnesses enjoying a short skiing holiday with their children in the French Alps.”
“This was their first holiday as a family of four and the first time either of the children had played in the snow,” the statement continued.
“It was very special and fun short holiday for the family, and they are grateful that John Stillwell [The PA photographer] was able to capture the moment so well. The Duke and Duchess hope people enjoy the photos.”
Prince George looks handsome in a blue snowsuit, grinning with his parents beneath his bright red bobble hat.
Little Charlotte is all in pink, her ears kept safe from the cold beneath a fitted hat and her feet snugly tucked away in matching pink snow boots.
In addition to the family portrait shots, William and Kate posed for a couple of less formal photographs, where they are seen throwing snowballs at each other and hugging tight as Prince William attempts to prevent his wife from chucking snow in his face for a second time.
Both keen skiers, the Duke and Duchess of Cambridge haven’t had a chance to hit the slopes since they became parents two years ago, and were evidently excited to be back on skis for a quick family break.
For more cute photos of the royal family, click here.