The couple was seen with Prince Harry walking into Westminster Abbey. They were attempting to sneak in unseen, but it was spoiled by heavy security.
It was believed to be their first official rehearsal inside the abbey, less than two days before the wedding.
After the rehearsal, crowds cheered the couple as they left the church.
Early Wednesday morning, the streets along the procession route were closed for a huge security rehearsal comprised of London police and British military personnel.
As they rehearsed, onlookers were able to get a sense of the fanfare and pageantry that will take place during the royal procession after the wedding. While sailors line the streets, the cavalry, in all their formal regalia, will lead the way.
The carriage, built in 1902, will carry William and Kate along the route - the same carriage that carried Prince Charles and Diana after their wedding [Watch video].
Top cop at Scotland Yard talks about security
Muslims Against Crusades, a group of Islamic activists, grabbed a lot of attention at Westminster Abbey on Wednesday - a reminder that the royal wedding is facing a number of serious threats.
While the group does not support an attack, they do believe an attack will happen at the wedding, and for that reason, they are telling all Muslims to stay away from the wedding so they don't get hurt.
London is under constant threat, but the fact that such a high-profile event is taking place dramatically increases the chances of something horrible happening.
At Scotland Yard, they have set the threat level at severe, the second highest level, and the wording is that an attack is highly likely. It's ominous wording for an event they hope will be a happy occasion.
"You must understand that that threat level has been in place for a considerable period of time, and it's the backdrop against which we conduct London policing on a daily basis," said Metropolitan Police Cmdr. Christine Jones.
The Internet is buzzing with chatter, with radicals calling for individuals to carry out "do-it-yourself operations," similar to the alleged underwear bomber Umar Farouk Abdulmutallab [Watch video].
Meticulous task of decorating abbey continues
The abbey is also in the process of being decorated. All sorts of shrubs and greenery were delivered Wednesday, including trees, some as high as 25 feet tall, to line the aisle to create an avenue of trees leading up to the altar.
Many of the flowers are coming from a garden that King George VI had planted. Middleton is said to be very involved in selecting the flowers and foliage. Florists will try to create Middleton's vision of elegance.
"The symbolism means a lot to her," said artistic director Shane Connolly. "She has approached this wedding like few other brides that I've ever met. She's approached it with such care." [Watch video]
Kate Middleton loves finding good bargains
Kate Middleton may be marrying into one of the wealthiest families in the world, but, it appears she loves a good bargain.
Middleton reportedly loves picking through the clothes at TK Maxx, which is similar to TJ Maxx in the U.S. TK Maxx has a "gold label section," where last season's high fashion is sold at a fraction of the price.
"I think Kate has obviously proven herself to be very much a normal everyday girl," said Lucy McGonigle, Sr. Press Officer of TK Maxx. "She likes a bargain as much as the rest of us. She has been spotted in many of our stores, particularly this one here on High Street Kensington."[Watch video]
Britain trumps LA as entertainment capital?
The royal wedding is sure to rival anything Hollywood could come up with. Hollywood may be known as the entertainment capital of the world, but there's an argument to be made that the real king of entertainment may actually be Great Britain.
According to the British government, 5 percent of its entire gross domestic product comes from the creative sector - entertainment. That is higher than any other country in the world, including the U.S.
From the "Harry Potter" to "Notting Hill," there have been hundreds of great British movies, right down to this year's Oscar winner "The King's Speech."
This past Academy Awards is a clear indication of how good the Brits are at making movies [Watch video].
Campers get front row seats to royal festivities
The number of tents set up has more than doubled overnight. The tents started going up on Tuesday. They want to make sure they have the best view when all the pageantry begins Friday morning.
The campers were lucky to be there early because Wednesday evening they were able to see Prince William and Kate when they arrived with their security detail at Westminster Abbey for a nearly two-hour wedding rehearsal. They rehearsed with the clergy and then were quickly whisked away in a black Range Rover.
The excitement is building in London as the final touches are made to Friday's historic royal wedding. [Watch video].
Follow coverage of the royal wedding on ABC News.
ABC7 anchors David Ono and Michelle Tuzee are in London for the royal wedding. Look for their live reports all week leading up to Friday's ceremony on Eyewitness News.
"Good Morning America" will have special royal wedding coverage Friday beginning at 1 a.m. PT.
Prince William and his best man Prince Harry will arrive at Westminster Abbey at 2:15 a.m. PT.
Queen Elizabeth II will arrive at the abbey at 2:45 a.m. PT.
Kate Middleton will head to the abbey from her hotel at 2:51 a.m. PT.
The actual wedding ceremony is set to take place 3 a.m. PT.
For the full wedding day timeline, click here.