Prince George and Princess Charlotte drew applause as they arrived to do their duty as page boy and bridesmaid at the society wedding of the year.
Middleton arrived with her father in an open-top vintage auto shortly before rain started to fall, UK's Press Association reported.
Kate and Will were pictured driving through London in a Range Rover as they made the 80kmh journey to the church, the Daily Mail reported.
Tennis star Roger Federer was among the early arrivers at the event at one of the Middleton's local churches in Englefield, Berkshire.
If the couple decides to get married, they will have a much bigger wedding than the Middleton-Matthews celebration, but Meghan and Harry will also have to decide what role Prince William and Kate Middleton will play on the big day.
Middleton, 33, Wednesday Matthews, 41, in a ceremony at St. Mark's, a 12th-century church located on a private Berkshire estate.
At Pippa Middleton's wedding Saturday, Prince George and Princess Charlotte served as a page boy and a bridesmaid, totally stealing the show away from their aunt.
A royal favourite, Deacon's designs have formerly been worn by Princess Beatrice, as well as other A-list celebrities Scarlett Johansson, Drew Barrymore, Agyness Deyn, Thandie Newton and Victoria Beckham. Like her older sister, Pippa also went for a timeless look: her gown features a classic bodice, all-over lace, a high neck, and a keyhole back.
The wedding ceremony was to be followed by a reception held in a glass enclosure set up at the 18-acre manor belonging to Middleton's parents in the nearby community of Bucklebury.
After dating a string of high-society men, 41-year-old Matthews popped the question last summer after nearly two years of dating. The airspace above both villages has been closed to prevent intrusive press crews from flying overhead or launching drones to get video footage. Middleton is expected to wear a traditional, embroidered gown, most likely with the spectacular beadwork and detailing that mark high-end British fashion.
Former Made in Chelsea star Spencer Matthews was pictured performing best man duties for older brother James, while Pippa's brother James Middleton was accompanied by TV presenter Donna Air.
Kate with Princess Charlotte and Prince George as they wait for Pippa to arrive.
Middleton, whose sister is the Duchess of Cambridge, was to marry hedge fund manager James Matthews on Saturday.
The world is waiting with baited breath to see if Prince Harry and Meghan Markle's engagement will be announced once Pippa Middleton's wedding is over.