Not missing the opportunity to pull her husband back into line, Kate quipped back with: "You're a nightmare with that!"
The young and stylish royals met with men and women who have been separated from their loved ones over the festive season.
It happened at an event in the grounds of Kensington Palace, where they staged a Santa's grotto for children with a parent based at RAF Coningsby or RAF Marham.
After meeting with local children, the Duke and Duchess opened the new OASIS Centre, a welfare facility built for single personnel serving on operations or based at RAF Akrotiri.
There's gratitude for you - you invite military families to a big Christmas party, and then someone thumps you with a snowball. According to the Duke of Cambridge, he told his eldest son that they were going to see the pilots on that day, and he told his dad to take a picture of them. "Laughing, he added: "George said, 'if you see a see a helicopter take a picture for me".
They also met personnel from the lead infantry company of 2 Mercians, who have recently been supporting Op TORAL in Afghanistan.
The couple also greeted the crowds waiting for them, which included some family members.
"But as we approach Christmas, Catherine and I feel strongly that praise for your work and recognition of your sacrifices is exactly what is due to you all", he said during a touching speech.
Prince William and Kate Middleton are traditionally poised and polite at public engagements, but this week they showed off their playful side. But I can't imagine how it feel when your loved ones are away on active service during Christmas.
Their visit comes after weeks of stories about tensions within the royal family, especially between Meghan and Kate.