The bride wore a traditional white dress by Sassi Holford and a tiara lent to her by her mother-in-law.
She was led into the chapel by her father Brian. Her bridesmaids, wearing light green dresses, included Peter's sister Zara Phillips. After the ceremony, the couple left in a horse-drawn carriage for their reception.
Phillips - the 11th in line to the throne - met Kelly in 2003, when both were working at the Montreal Grand Prix.
Phillips did not immediately reveal he was a royal - Kelly later said she made the discovery when she spotted her husband-to-be in a program about Prince William.
The couple, both 30, live in London. Phillips works for the Royal Bank of Scotland while Kelly, a graduate of Canada's McGill University, is a personal assistant to broadcaster Sir Michael Parkinson.
They announced their engagement last year.
Kelly renounced her Roman Catholic faith and joined the Church of England to marry Phillips. Under centuries-old British law, a royal who marries a Catholic cannot take the throne.
Phillips is among the most low-profile members of the royal family, and neither he nor his sister Zara undertake official royal duties.
However Phillips and Kelly raised eyebrows in some quarters by agreeing to sell the story of their nuptials to the celebrity magazine Hello! for a sum reported at up to $1 million.