The Queen, 94, and The Duke, 99, typically spend the holidays and New Years with family at Sandringham House in Norfolk.
It is the first time they have given up a visit to Sandringham in 32 years.
“After taking all the relevant advice into account, the Queen and The Duke of Edinburgh have decided that this year they will spend Christmas in Windsor quietly,” a spokesperson said.
There has been speculation about where the couple will enjoy the holiday season after COVID guidelines forced families to choose up to three households to see during the holidays.
They may briefly see some of their family members as directed, but the Christmas celebrations will likely only involve the couple.
This will mark a big change for royal fans who typically flock to Sandringham in their thousands to spot the royals attending a Christmas Day service at St Mary Magdalene Church.
The Queen and her wife stayed at Windsor Castle for confinement; safely in HMS Bubble – the nickname given to their reduced staff family.
The royal family spent Christmas at Windsor Castle, but that changed in 1988 when they moved to Sandringham as Windsor was being rewired.
Analysis by Rhiannon Mills, Royal Correspondent
It’s a year when everyone’s family Christmas plans are going to be very different due to the pandemic and the royal family is no different.
For the first time in 33 years, the Queen and Duke of Edinburgh will not be boarding the train to Sandringham, instead preferring to spend Christmas quietly at Windsor Castle.
In some ways, that was to be expected. Throughout the year, efforts were made to ensure that the 94-year-old monarch and her 99-year-old husband were as protected as possible from the virus, with only a small bubble of people allowed to approach them.
But in fact, they were having their family Christmas in Windsor anyway. It was in 1988 that they moved the celebrations to Sandringham due to the rewiring work in Windsor.
Of course, Prince Edward and his family live nearby and Prince Andrew and his daughters live in Windsor.
We’re told the Queen and Prince Philip may see some of their family, but they understand their family will have competing demands over Christmas time, and they are content to have a quiet holiday period this year.
Of course, there are plenty of others who usually like spending their Christmas mornings with the Royal Family as well.
I went there as thousands of people gathered in Sandringham as early as 5am to watch them walk towards the church.
At least there is a royal Christmas tradition that we can all share; The Queen’s Christmas message will still air at 3 p.m. on Christmas Day.
And I doubt there are any prizes for guessing what the theme will be after a year dominated by COVID-19.