The baby son of the Earl and Countess of Wessex was christened during a private ceremony.
The Queen's four-month-old grandchild was christened James Alexander Philip Theo at a private chapel in Windsor.
Close family members of his parents Edward and Sophie attended the event, including the Queen and the Duke of Edinburgh.
The christening was conducted by the Rt Rev David Conner, the Dean of Windsor. Godparents of the infant, who has the title Viscount Severn, are Denise Poulton, Jeanye Irwin, Alastair Bruce, Duncan Bullivant and Tom Hill.
During the ceremony baby James became the first member of the Royal Family to wear a replica of the royal christening robe.
The original lace and satin gown made in 1841 had been worn by all members of today's royal family when babies, including the Queen, her children and her father George VI.
The new robe was commissioned to preserve the original by the Queen, and was made by her personal assistant Angela Kelly and the in-house dressmaking team at Buckingham Palace.
Edward and Sophie's much longed for second child was born by Caesarean section at Frimley Park Hospital in Surrey on December 17, weighing 6lb 2oz.
The delivery was without complications - a huge relief for the parents whose four-year-old daughter Lady Louise Windsor was born prematurely in 2003 when the Countess herself fell dangerously ill.
James, the first male grandchild for the Queen and Philip since the birth of Prince Harry 23 years ago, is eighth in line to the throne.
