The pair were joined by Carl Philip's father, King Carl XVI Gustaf and Queen Silvia of Sweden, and his sister Crown Princess Victoria and her husband Prince Daniel.
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Wearing a smart black dress with a pleated peplum, and a black and white clutch bag, Sofia looked calm and happy to be joining her future family at the annual event.
Sofia, who first met her prince charming in 2009, has been invited to family events such as Princess Madeleine's wedding last year and Princess Leonore's baptism in June. However, she is now considered an automatic guest at public events that Carl Philip attends and the opening of parliament was one of her first major events.
Carl Philip and Sofia announced their engagement in June 2014. The 35-year-old, who is the only son of King Carl and Queen Silvia, and third-in-line to the Swedish throne, revealed they will marry in the summer of 2015.
"I was nervous," the prince said of the proposal. "I woke up several times the night before, I do not know if Sofia noticed. I wanted it to be a surprise."
Speaking to Swedish website DT, Sofia, who is apparently the first of he two to wake up, added: "He did manage to surprise me. But I did think he was strangely refreshed that morning."
"Some people said we clicked from the start," said Sofia. "But I could never believe it would end like this. Everyone who knows Carl Philip notices at once that he is an incredibly humble, warm and kind person. The more I got to know him, the more my love for him grew."