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Anne, who is patron of Scottish Rugby Union, was accompanied by her husband, Vice Admiral Sir Tim Laurence, as they attended a rugby match between Scotland and Japan at Murrayfield Stadium on Saturday.
The Queen's only daughter, 71, was pictured in the stands wearing a navy coat, a blue patterned scarf and sunglasses.
WATCH: British royal christenings through the years
The baby boy is the royal's only grandson as she is also a grandmother to Mike and Zara's daughters, Mia, seven, and Lena, two, as well as Peter and Autumn Phillips' children, Savannah, ten, and Isla, nine.
Princess Anne attended a rugby match on Saturday
The Princess Royal was not pictured among the arrivals at Royal Lodge in Windsor for baby Lucas' joint christening with his cousin, August Brooksbank.
However, it is understood the private service was attended by the Queen, immediate family and close friends.
The Queen pictured leaving her great-grandsons' christenings
Zara's older brother, Peter Phillips, was also among the guests, along with Eugenie's close friend, Cressida Bonas.
The Queen, 95, made her first public appearance last Wednesday since missing the Remembrance Sunday service due to spraining her back. Her Majesty held a face-to-face audience with General Sir Nick Carter, the Chief of the Defence Staff, at Windsor Castle.
The royal cousins' joint christening took place on 21 November – one day after what would have been the Queen and Prince Philip's 74th wedding anniversary.
In what would have been a difficult weekend for the monarch, no doubt she would have taken comfort by being surrounded by her closest family members.
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