The blonde socialite arrived at St Lukes church without her Prince who is currently on a charity expedition to the South Pole.
She was casual in blue flared jeans and a navy sheepskin coat clutching two books – one entitled Why Love Matters – and a folder.
Cressida was joined at the service by familiar faces who have close ties with the royal family including Carole Middleton, Harry's ex-girlfriend Chelsy Davy and Holly Branson.
Carole wore a sophisticated all-black ensemble with patterned tights and a black wool coat with a fur collar.
Virgin tycoon Richard Branson's daughter Holly wrapped up warm in a cosy coat and biker boots.
The group attended the service in memory of Henry who died in a car crash aged 18 shortly before Christmas in 2002.
Since his death Princes William and Harry and their friends have helped raise money for the Henry Van Straubenzee Memorial Find which aims to lift Ugandan children out of poverty through education.
Henry had been due to spend six months of his gap year teaching there.
William and Harry became Patrons of the charity in January 2009.