In an unusual move Buckingham Palace, which rarely comments on the private health matters of the monarch and duke, announced the 94-year-old head of state and her consort, 99, had been given the injection.
It is understood the Queen decided the information should be made public to prevent inaccuracies and further speculation.
A Buckingham Palace spokesman said: "The Queen and the Duke of Edinburgh have today received Covid-19 vaccinations."
It has not been disclosed which vaccine the senior royals have received.
A royal source confirmed to PA News Agency that the injections were administered by a royal household doctor at Windsor Castle.
Reuters News Agency reports that the Queen made the news about their vaccinations public to counter any speculation.
The Queen and Philip have been spending the lockdown in England sheltering at their Windsor Castle home after deciding to have a quiet Christmas at their Berkshire residence and forgo the traditional royal family gathering at Sandringham.
The Pfizer/BioNtech vaccine was the first to be rolled out in the UK when the first person received it on December 8.
Since then, the Oxford/AstraZeneca jab and the Moderna vaccine have also been approved.
Some 1.3 million people in the UK have now received the first dose of the vaccine, which is administered in two doses, government figures show.
The government is aiming to offer vaccines to 15 million people - those over-70, healthcare workers, and those required to shield - by mid-February.
The Queen offered Brits an optimistic New Year’s message as she made another pointed nod to the late Vera Lynn in a recent social media post as the country continues to battle against the deadly coronavirus.
In a message shared on Twitter, the 94-year-old monarch said: “We should take comfort that while we may have more still to endure, better days will return: we will be with our friends again; we will be with our families again; we will meet again.”