It is not clear where they were travelling to for their holiday, which comes after the Queen spent a night in hospital earlier this week.
The exclusive Windsor Suite is located inside Heathrow’s Terminal 5 and is reserved for the Royal Family and other high profile celebrities.
The Cambridges were joined by their nanny Maria Teresa Turrion Borrallo at the airport.
Kate, who was wearing a face mask, looked stunning in a long blue dress which she teamed with white trainers.
The Duchess, whose long brunette hair was loose around her shoulders, was ready for her holiday with a straw bag.
William, also wearing a facemask, was typically smart in a blue outfit.
Charlotte was a mini-me of Kate in a sweet dress, which she wore with sandals.
The six-year-old also carried her own backpack.
And little Louis could be seen in a blue checked shirt.
The Cambridges’ holiday comes after the Queen spent Wednesday night in hospital.
A Buckingham Palace spokesman said late on Thursday: “Following medical advice to rest for a few days, the Queen attended hospital on Wednesday afternoon for some preliminary investigations, returning to Windsor Castle at lunchtime today, and remains in good spirits.”
The monarch, 95, was said to be back at her desk and carrying out light duties after returning home from her hospital stay.
However, the palace has come under fire for keeping the hospital visit secret until reports emerged on Thursday.
William and Kate are no doubt looking forward to a break after the Duke’s successful Earthshot Prize awards ceremony last weekend.
It is also half term for George and Charlotte, who attend Thomas’s Battersea.
The Cambridges often spend holidays at their Norfolk residence Anmer Hall.
The family are based at Kensington Palace in London during term time.
Source: EXPRESS CO UK