Princess Anne says it has been "an honour and a privilege" to accompany her mother Queen Elizabeth II on her final journey from Balmoral to London.

In her first statement since the death of her mother on Thursday, Princess Anne said she was by her mother's side in the final hours of her life.

"I was fortunate to share the last 24 hours of my dearest mother's life. It has been an honour and a privilege to accompany her on her final journeys," the statement said.

"Witnessing the love and respect shown by so many on these journeys has been both humbling and uplifting.

"We will all share unique memories. I offer my thanks to each and every one who share our sense of loss."