Princesses Beatrice and Eugenie issued a tribute to their "dearest grannie", saying how much they missed the late Queen Elizabeth and had thought she would be around forever.
"We've not been able to put much into words since you left us all," said the two princesses, the daughters of Prince Andrew, the queen's second son and Duke of York.
"There have been tears and laughter, silences and chatter, hugs and loneliness, and a collective loss for you, our beloved queen and our beloved grannie."
Beatrice, 34, and Eugenie, 32, will join their cousins later on Saturday for a vigil by the coffin of Elizabeth at Westminster Hall where the body of the late monarch is now lying in state.
Eugenie was seen wiping away tears when she appeared in the days immediately after her grandmother's death when members of the family read tributes outside Balmoral Castle where Elizabeth died on September 8 aged 96.
"We, like many, thought you'd be here forever. And we all miss you terribly," the sisters said in a statement.
"You were our matriarch, our guide, our loving hand on our backs leading us through this world. You taught us so much and we will cherish those lessons and memories forever. For now dear grannie, all we want to say is thank you."
The two royals concluded their message by saying the tributes that had flooded in from across the world as it mourned her would have made their grandmother smile.
"We're so happy you're back with grandpa," they said, a reference to Elizabeth's late husband Prince Philip, who died last year.
"Goodbye dear grannie, it has been the honour of our lives to have been your granddaughters and we're so very proud of you. We know that dear Uncle Charles, the king, will continue to lead in your example as he too has dedicated his life to service."