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The 59-year-old -- who is also known as the Duke of York -- walked to St. Mary Magdalene Church alongside his older brother, Prince Charles.
Andrew has kept a low profile since his withdrawal from public life last month following a disastrous BBC interview about his friendship with sex offender Jeffrey Epstein. The disgraced financier died by suicide in August.
A short time later, Queen Elizabeth II and Camilla, the Duchess of Cornwall, were seen arriving by car to a second public Christmas day service. The 93-year-old monarch traditionally spends the festive season with members of the royal family at Sandringham, her country estate in rural Norfolk, about 100 miles north of London.
Princess Beatrice also attended the service, appearing shortly after her father, Prince Andrew, was spotted with Prince Charles attending the earlier private family service.
The decision to base themselves in Canada reflected the importance of the Commonwealth country to them both, a spokesperson for the Sussexes previously told CNN.
Before joining the royal family, Meghan lived in Canada while she starred in legal drama "Suits," which was filmed in Toronto.
In the message -- which was pre-recorded in the Green Drawing Room at Windsor Castle -- the monarch will say that the path "is not always smooth, and may at times this year have felt quite bumpy, but small steps can make a world of difference."