They were accompanied by their parents for a “settling in afternoon” at Lambrook School, a prestigious fee-paying school near Windsor, according to a statement from Kensington Palace.
The annual event is held to welcome new pupils and their families to the school before the first day of term, the statement added.
The Cambridge children officially started school on Thursday.
Prince William and Catherine walked into the school alongside their children on Wednesday, before being greeted by the school headmaster, Jonathan Perry.
“Welcome to Lambrook,” Perry said to the children, reports the PA Media news agency. “It’s lovely to have you with us. We’re very excited for the year ahead.”
He shook each of their hands and asked: “Are you excited?”
“Yes,” they replied, PA reports.
“We’re looking forward to it,” William said, adding that the children had “lots of questions.”
George and Charlotte used to attend Thomas’s Battersea, a fee-paying school in south London.
The decision to move the children’s school was announced by Kensington Palace in August.
They are living in Adelaide Cottage, a four-bedroom house in the grounds of Windsor Castle, Berkshire, about 25 miles from London.
The royal source told CNN that the move will allow William and Catherine to be “active parents in a busy school.”
“They want to be as normal a family as possible,” the source added.