The couples were photographed arriving separately in cars heading to the holiday event. Meghan, who is pregnant with her first child, appeared to be wearing a dark, lacy turtleneck, while her husband, Harry, opted for a classic suit.
Kate and William were joined by their eldest child, Prince George, on their way to the lunch. Wearing a light pink ensemble, the Duchess of Cambridge was seen laughing and smiling in the car, while her husband looked dapper in a dark suit and red tie.
Harry and William's dad, Prince Charles, was also seen arriving to Buckingham Palace for the festivities.
The lunchtime event follows rumors of a rift between Meghan, 37, and Kate, 36, as well as Harry, 34, and William, 36. However, royal expert Katie Nicholl told ET that the couples will set any bad blood aside to celebrate the holidays together.
"The four of them will be at Sandringham for Christmas Day, hosted by the queen, but of course, the queen and her family, perhaps, in many ways, is no different than other families -- there are feuds, there are rifts," Nicholl said. "For Christmas Day at least, William and Harry are going to have to bury the hatchet, put a few wobbles behind them. It's not like they're not talking -- they're still incredibly close as brothers -- [but] there have been fallouts, there has been tension.
"Christmas is a good time for goodwill and forgiveness, so let's hope we see the princes do just that," she added.
Here's more with the royals and their supposed feuding: