Prince William and his wife Kate have shared new family photos of them taking their first holiday with their two children.

The official Kensington Palace account tweeted a photo of the family of four with the caption: "The Duke and Duchess of Cambridge are delighted to share new photos of their family enjoying a short ski break."

The photos were taken shortly after they arrived in the Alps on Wednesday night, BBC reported.

There were also photos showing the ruddy-cheeked Prince George and Princess Charlotte, and the Duchess of Cambridge flinging snow at her husband.

Prince George, who is two years old, and his 10-month-old sister Charlotte are playing in the snow for the first time, said one of the tweets.

It is also the first time the family of four have taken a holiday together.

"The Duke and Duchess hope people enjoy these photos," Kensington Palace tweeted.