Prince Philip died "gently" according to daughter-in-law Sophie Wessex, who spoke to mourners after attending a Sunday service at the Royal Chapel of All Saints at Royal Lodge in Windsor.
She said: "You know it's going to happen but when it happens it's just this massive, massive hole.
"It was so gentle, it was just like someone took him by the hand and off he went.
"Very, very peaceful - and that's all you want with somebody isn't it?
"I think it's so much easier for the person that goes than the people left behind.
"We're all sitting here looking at each other going, 'This is awful'."
The Queen did not attend the service and is understood to have said private prayers for her husband.
Sophie spoke after her husband Prince Edward and brother-in-law Prince Andrew also paid tribute to their father.
The Duke of York shared that his mother the Queen has been left with a "huge void" after her husband of 73 years passed away on Friday.
Andrew went on to describe Philip as the "grandfather of the nation" and said his mother was grief-stricken.
"She described his passing as a miracle and she's contemplating, I think is the way that I would put it," he said.
"She described it as having left a huge void in her life, but we the family - the ones that are closer - are rallying round to make sure we're there."
Andrew told reporters he will always treasure the memories of his father, describing him as "so calm" and "always someone you can go to".
Edward described his father's passing as "a bit of a shock".
"However much one tries to prepare oneself for something like this, it's still dreadful shock, and we're trying to come to terms with that.
"It's very, very sad."
He also thanked his fellow Brits for their "extraordinary tributes".
It came after Prince Charles shared an emotional tribute, telling reporters he misses his father 'enormously" and that the Duke would have been "so deeply touched" by the many tributes.
Philip's funeral will take place on April 17 at 3pm London time in the grounds of Windsor Castle.
The Duke will be taken to St George's Chapel in a specially-modified Land Rover of his own design with Charle, William and Harry joining the eight-minute procession to the chapel.
Harry has touched down in the UK without wife Meghan Markle, who has been advised not to travel as she's heavily pregnant with the pair's second child.
He will need to quarantine for five days and provide a negative Covid test to avoid longer isolation.
Never miss a thing. Sign up to Yahoo Lifestyle’s daily newsletter .
Or if you have a story idea, email us at email@example.com.