The Princess Royal attended the six nations match between Scotland and France following a difficult week for the royal family.
Anne, who has been the patron of Scottish rugby since 1986, greeted players ahead of kick-off.
Scotland went on to lose 16-20 to France, despite dominating for much of the match.
It comes after it was announced that the King would be undergoing regular treatment for an unspecified cancer, which was found during his recent hospital stay for a procedure on an enlarged prostate.
The King’s illness coincided with a hospital stay by the Princess of Wales, who underwent planned abdominal surgery.
On Thursday, Anne acknowledged words of support for Charles and Kate as she celebrated the 35th anniversary of Wormwood Scrubs Pony Centre in west London.
The King’s sister nodded and smiled as she was told, “We wish you and your family well at this time” by Sister Mary Joy Langdon, founder and chief executive of the club.
The Prince of Wales was the first member of the royal family to speak about the King’s diagnosis when he gave a speech at a gala fundraising dinner in London on Wednesday night.
The prince said: “I’d like to take this opportunity to say thank you, also, for the kind messages of support for Catherine and for my father, especially in recent days.
“It means a great deal to us all.”
William may step in to represent his father at an event, but no engagements are scheduled at the moment and the royal palaces will make arrangements if the need arises.