Photos shared on social media show them happy and relaxed in casual outerwear, Eugenie carrying a large orange box with a black bow.
The Queen and Prince Philip both celebrated their birthdays on lockdown, so this could be a belated gift for their special day.
The monarch spends every summer at Balmoral and different family members come to stay there during the warmer months.
His youngest son Prince Edward and his family were among the first to visit him and were seen walking through the park with the Queen last week.
He was joined by his wife Sophie and children Louise and James, but there is a change that they have now returned home as Louise recovered her GCSE results yesterday.
In order to comply with social distancing rules, all royals visiting the Queen this summer will stay in separate accommodation this year rather than sleeping in the main house.
They will also make sure that all of their family activities are safe and that visits should include plenty of walks and time outdoors.
The Queen and Philip ended months of lockdowns in Windsor when they flew to Balmoral earlier this month, and they are expected to stay there until at least September.
They were driven from Windsor to RAF Northolt in London this afternoon, where they then boarded a plane bound for the 50,000 acre estate of Aberdeenshire.
The couple were sitting side by side in the car, and the Queen had her signature black handbag resting on her lap.
They are joined in Scotland by what has been dubbed their ‘Balmoral Bubble’, a small team of key staff who will look after them during their stay.
It includes the master of the house, Vice Admiral Tony Johnstone-Burt, the Queen’s private secretary, Sir Edward Young and Paul Whybrew, and William Henderson, her pages.
The Queen was living at Buckingham Palace when the pandemic began, but was taken to Windsor before the lockdown was introduced.
Speaking at the time, a source said: “She is in good health, but it was deemed best to move her. Many of its employees are a little panicked by the coronavirus.
“The palace welcomes a constant flow of visitors, including politicians and dignitaries from all over the world.
“The Queen has met a lot of people there until recently. But she’s just weeks away from her 94th birthday, and advisers think it’s best to get her out of harm’s way.
“Buckingham Palace is in central London and also has a larger staff than the other areas, so it is considered a much more dangerous place.
“There hasn’t been any fear or specific positive tests yet, but no one wants to take any chances.”