"I can confirm that The Queen and The Duke of Edinburgh have left Buckingham Palace and are traveling to Sandringham" a spokesperson for Buckingham Palace told CNN on Thursday afternoon.
The royal couple abruptly canceled plans to travel to their country home, Sandringham House in Norfolk, on Wednesday.
The Queen, 90, and her husband, 95, had been due to catch a morning train from London King's Cross to King's Lynn for their traditional Christmas holiday, but failed to turn up.
Buckingham Palace later issued a statement saying the royal couple had "heavy colds" and decided it would be best to postpone their trip.
This led to speculation about the health of one or both, even though they had been well when they hosted a family lunch for their children and grandchildren at the palace on Tuesday.
Prince Philip recently joked he hasn't had the flu for 40 years.