Little George was spotted enjoying the fair's attractions with his parents and reportedly "gazed in awe at the animated reindeer, penguins, polar bears and elves set among twinkling lights," according to the Sunday Express.
The Prince of Cambridge waited in line with his mum and dad to be given a toy by Father Christmas.
"George seemed to have a lovely time," said Geraldine Rye, Thursford Christmas Show's general manager. "When I saw him, he was walking around.
"It was a private visit and they were not given any special treatment," she added. "We only knew shortly beforehand that they were coming."
According to reports, Kate, who is five months pregnant, was wearing a beige coat and black boots.
Over a week ago, Prince George experienced his first Winter Wonderland day out with his mum Duchess Kate, an insider confirmed to HELLO! magazine.
Travelling just a stone's throw away from their Kensington Palace home to Hyde Park, Kate and George made an incognito visit to the annual London attraction.
"They spent an hour together in Santa Land, enjoying a ride on the teacup ride, and looked like they were having a fantastic time," an onlooker exclusively revealed to HELLO! magazine.