Both ladies looked chic in their matching black ensembles, and once inside, enjoyed the night's entertainment.
Also along on the evening was Eugenie's boyfriend, Jack Brooksbank. The low-key couple have been together for two years after being introduced on a skiing holiday and recently attended the London premiere of Batman film, The Dark Knight Rises.
Magician Dynamo performed tricks for the royal party, and singers including Tom Jones, and rising Bajan star Amanda Reife – who fronts the group Cover Drive – belted out Freddie's hits onstage with surviving band mate Brian May.
Freddie For A Day is an annual event which celebrates the life of Queen's legendary frontman.
Fans don moustaches and events held raise funds for AIDS charities. The disease claimed the star's life in 1991.