King Charles III, Princess Anne, Prince Andrew and Prince Edward travelled to St Giles Cathedral just ahead of sunset to take up their posts.
The four stood in silence, as members of the public continued to file through the cathedral to pay their respects to the late Queen.
Charles was visibly emotional as he stood with his head bowed.
Princess Anne and Prince Edward both wore military dress, while King Charles III wore a traditional Scottish kilt and black suit jacket.
Prince Andrew also wore a civilian suit, having been stripped of his military titles earlier this year.
Scotland farewells the Queen
But he displayed his own military medals on his breast.
The Vigil of the Princes has been held now just three times since 1936.
The first was held for King George V at Westminster Hall in that year, with King Edward VIII and his brother, the future King George VI, Queen Elizabeth II’s father, in attendance.
The second was held for Queen Elizabeth, the Queen Mother, in 2002.
Then-Prince Charles, Prince Edward and Prince Andrew were part of the ceremony.
Today’s vigil marked the first time a woman had taken part in the person of Anne, the Princess Royal, Elizabeth II’s second-eldest child.
Princess Anne will accompany the Queen’s coffin to London when it leaves Edinburgh.
Massive crowds in Edinburgh
One heckler got into a scuffle with mourners after calling out Prince Andrew, and was quickly ushered away by police.
Once inside St Giles, the coffin was placed on a wooden stand, and the Duke of Hamilton and Brandon placed the Crown of Scotland on top.
Even the crown is steeped in history — it was made in 1540 for Scottish King James V from an earlier version that was damaged.
It is crafted from Scottish gold encrusted with 22 gems and 20 precious stones along with freshwater pearls from Scotland’s rivers.
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