According to Vanity Fair, the occasion marked the first time that the brood got together since Prince Philip passed in April.
"William, Kate, and the children [Prince George, 8, Princess Charlotte, 6, and Prince Louis, 3] have been enjoying some family time in Scotland and they have just spent some special time with the Queen," an insider told the magazine.
"They always enjoy going up to Balmoral, they love the outdoors and walking in the hills and spending quality time with family," the insider shared. "It’s where William spent a lot of his childhood and it’s important to him that his children experience what he did as a young boy."
The group also went horseback riding, fishing and rode bicycles during their time away.
Though the Duke of Edinburgh wasn't around this year, they reportedly honored his memory by having a barbecue, as he was known to have a love for grilling.
"It has become a tradition in recent years that the Bank Holiday weekend is the final family get together before Christmas and everyone is invited. In the past it has turned into one big sleepover with lots of the Queen’s grandchildren and great-grandchildren," the insider said. "Her Majesty enjoys it immensely."
Following the trip, the Cambridge kids will start the new school year. George and Charlotte attend Thomas's Battersea Prep School, while little Louis is going to Willcocks Nursery School.
An insider previously told OK! that the siblings are all very "popular" with their classmates, and despite being in line for the throne, Kate and William "are always at great pains to make sure the three of them have as normal a childhood as possible."