The photo session came at the end of an Easter holiday weekend in which William spent time in Africa at the wedding of his former girlfriend Jecca Craig and saw some of the conservationist work being done by his Tusk Trust charity to help the endangered rhino and elephant populations nearby.
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Kate and the children are thought to have spent most of their Easter weekend at her family home in her hometown of Bucklebury, about 20 miles west of Windsor.
The Sun, which broke the story, reports that famed celebrity photographer Annie Leibovitz took the images. She previously snapped an official image of the Queen in 2007.
A palace spokesman would not comment on the photo session.