The Greek royals, who have been living London, returned to Athens to join their son Prince Nikolaos and his wife Princess Tatiana, who made the same move two months ago.
Constantine, who was deposed in a military coup in 1967, and Anne-Marie are said to have sold the £9.5m Hampstead mansion where they have lived for more than 30 years and now plan to reside in Athens for good.
Constantine II and Anne-Marie of Greece
For the time being the king and queen are staying in the resort town of Porto Cheli, where they have previously holidayed.
Constantine, whose elder sister is Queen Sofia of Spain, has not cut all ties with London however. The 73-year-old father of five still has an official office on Grosvenor Square, just a short distance from the Greek Embassy in London.
Constantine and his wife, whose sister is Queen Margrethe of Denmark, have three sons - the second of whom, Prince Nikoloas, moved to Athens in October.
Prince Nikoloas and Princess Tatiana
Nikoloas, 44, who married Tatiana Blatnik on 25 August 2010 in a beautiful wedding on the Greek island of Spetses, was born in Rome and grew up in London.
According to HELLO!'s sister publication HOLA!, the couple have been living in an apartment that coincidently belongs to Sofia Papandreou, whose father Andreas passed the legislation that stripped Constantine of his property in Greece and his Greek citizenship.