It is not known if they plan to travel later in the week.
The Queen traditionally spends the festive period with her family gathered around her at her Norfolk estate.
In the German tradition, presents are opened on Christmas Eve before a candlelit banquet.
On Christmas morning the family attend the traditional service at St Mary Magdalene on their grounds. On Boxing Day, the Duke of Edinburgh traditionally organises a shoot.
The announcement comes as the monarch prepares to step down as patron of more than 20 national organisations at the end of the year.
The Queen, who celebrated her 90th birthday in April, will relinquish her association with the bodies - just as the Duke of Edinburgh broke formal ties with some of his patronages when he turned 90 in 2011.
The move is likely to be seen as a common-sense decision which acknowledges the Queen's advancing years but Buckingham Palace stressed the monarch is still patron of more than 600 organisations.
The patronages will be taken on by members of the Royal Family and organisations involved include Battersea Dogs & Cats Home, Barnardo's, the All England Lawn Tennis and Croquet Club (AELTC) and Wimbledon Lawn Tennis Association (LTA).
Buckingham Palace said in a statement: "At the end of the Queen's 90th birthday year, Her Majesty will step down as patron from a number of national organisations. The patronages will be passed on to other members of the Royal Family in the coming months.
"Her Majesty is currently patron of more than 600 organisations and has enjoyed a close and active association with a great number of them throughout her reign. Her Majesty will continue to serve as patron to hundreds of charities and institutions but will now share this work with her family. Many of the organisations listed below already have other members of the Royal Family as vice-patrons or presidents, which will ensure a smooth transition.
"This decision follows the example set by the Duke of Edinburgh who resigned from a number of patronages on the occasion of his 90th birthday in 2011."