Wearing military uniform, they stood with their heads bowed for about 10 minutes as the public filed past.
Prince Andrew wore his uniform for the occasion, despite being stripped of his military titles.
Queen Elizabeth II will lie in state at Westminster Hall until her funeral on Monday.
After the vigil ended, members of the public applauded them as they left Westminster Hall.
Other members of the Royal Family, including the Queen Consort, Camilla, the Countess of Wessex and Michael of Kent, watched from the gallery.
Watch: Queen’s children hold silent vigil beside her coffin
The King with his brothers and sister also observed a vigil for the Queen as she lay at rest in St Giles’ Cathedral in Edinburgh earlier this week.
Until Friday, Prince Andrew had not worn military uniform at the events marking his mother’s death, unlike his siblings who are working Royals with military titles.
An exception allowing Prince Andrew to wear military uniform was made for the vigil.
The 62-year-old stepped down as a working royal in 2019 after a Newsnight interview that addressed his relationship with the late convicted sex offender Jeffrey Epstein. The Duke of York was later stripped of his military titles.
Prior to the vigil, Prince Edward thanked the public for their support, saying: “We have been overwhelmed by the tide of emotion that has engulfed us and the sheer number of people who have gone out of their way to express their own love, admiration and respect to such a very special and unique person who was always there for us.
“And now, we are there for her, united in grief.”
On Saturday, the Queen’s grandchildren, including the Prince of Wales and the Duke of Sussex, will also observe a vigil by the late monarch’s coffin.
At King Charles’ request, Prince Harry will wear a military uniform for the occasion, like his brother Prince William, in line with the exception made for his uncle Prince Andrew.
It will be the first time Prince Harry has been seen in military uniform since stepping back as a senior royal in 2020.
It comes as mourners queuing to pay their respects to the Queen, the longest serving monarch in British history, were told to expect long waits.
The Queen died aged 96 last Thursday at her Scottish estate in Balmoral.
