The Duke and Duchess of Cambridge have borrowed the Queen's royal train for the trip, which they're making to spread good cheer during the holiday season.
Scroll through the gallery – or click through, if you're on desktop – to see the best photos from their quick trip!
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Kate looked amazing in a red Alexander McQueen coat, black roll-neck sweater, Ralph Lauren boots and a gorgeous Emilia Wickstead tartan.
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"I'm going to have that marshmallow on my fingers all day," she joked.
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"It is so difficult," William said. "We are still trying to make plans. It's difficult to know what to do for the best."
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"I think this says a lot about me," he joked.
Kate discovered she had given Gwennan Lewis a "Prosecco Pong" game and William gifted Dewi Morgan with a finger flick table soccer game.
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They were greeted by Jasmine Warner, 5, in the centre of this photo, and her brother, Otto, 8, who is left in the photo. Otto had just finished treatment at a cancer centre. His sister Poppy, 10, is third from left in the photo. Georgie, their mother, was also there and is second from left in the picture.
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Photo: © Ben Birchall - Pool/Getty Images
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Photo: © PAUL GROVER/POOL/AFP via Getty Images
Kate was born in the Royal Berkshire Hospital, as were her siblings, Pippa Middleton and James Middleton.
"Welcome back," Graham Sims, chairman of Royal Berkshire NHS Foundation Trust, joked as she and William arrived.
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The couple were given a true Scottish welcome as a piper played Christmas carols for them on arrival.
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The Cambridges have just become patrons of NHS Charities Together, so their visit was very meaningful for the staff. This has been a particularly difficult year for the Scottish Ambulance Service, which lost a staff member to COVID-19.
William and Kate sent the family of Rod Moore, the paramedic who passed away from the illness, a bouquet of flowers. He was 63 when he died.
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Photo: © Andy Commins - WPA Pool/Getty Images
"It has been a challenge during lockdown, a lot of new skills have been learned.
"We stayed open throughout for children of key workers and vulnerable children."
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Kate also met Len Gardner. She's been calling him to thank him for the work he's done with the NHS Volunteer Responder Check In and Chat initiative, in which vulnerable community members receive phone calls from dedicated, compassionate volunteers during the pandemic.
According to The Sun, Kate told Len to call her Catherine during one of their phone calls, also also told him about how she and Prince George, Princess Charlotte and Prince Louis have been spending time making pasta in lockdown.
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Photo: © GEOFF PUGH/POOL/AFP via Getty Images
The duchess looked very festive in a green Alexander McQueen coat, which she paired with an equally holiday-friendly tartan scarf. She wore her Amaia Kids face mask, which we've seen her in several times this year.
William looked handsome in a blue overcoat, berry scarf and blue face mask.
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Photo: © Chris Jackson/Getty Images
Photo: © Chris Jackson/Getty Images
Photo: © Chris Jackson/Getty Images