The model wife of rock star Sir Rod Stewart - who qualified as a Special Constable volunteer police officer in 2021 - was on duty on The Mall as the late Queen's coffin was carried from Westminster Abbey past Buckingham Palace, where crowds gathered to pay their respects.
Lancaster, 51, told Sky News: "You can never quite predict how the crowd is going to react and the dangers that might lay ahead.
"But we've had great training and preparation and fortunately everybody paid their respects in the proper manner and we didn't have any incidents to speak of. So, [I'm] very grateful for that."
The Loose Women panellist was on duty with the City Of London police marshalling crowds and keeping the streets in order for the procession.
She told the PA news agency: "I think it's [the same reason] why every officer wanted to be here today, because we swore an oath to the Queen to serve in the office of constable.
"We were in uniform by 0500 this morning and we don't know what time we will be working until. We just want to make sure that all the crowds get home safely.
"Today has been quite a long shift, but I wouldn't have missed it for the world."
Earlier in the week Lancaster was seen on duty marshalling the crowds outside RAF Northolt, where the plane carrying the coffin landed after leaving Scotland.
Queen Elizabeth II died at the age of 96 on Thursday 8 September at her beloved Scottish residence Balmoral Castle.
After the state funeral at Westminster Abbey her coffin was taken to Windsor Castle where she has been laid to rest in the family tomb with her late husband Prince Philip, Duke of Edinburgh and other departed members of her family.
She said: "It was his 60th birthday and he had asked Rod to perform and he asked if I would be the first on the dance floor because you can imagine people being nervous and not knowing the protocol, who should get up first.
"So he asked in the drink reception if I would do the first dance, so it would get everyone up.
"While Rod was performing I was on the dance floor with Prince Charles, Prince Andrew, William and Harry. It was an incredible family event."
Lancaster qualified as a police officer in 2021 and regularly patrols the streets of London as part of her 200-hours-a-year volunteer role.
She revealed in March that she had made her first arrest, after stopping a driver who tested positive for being under the influence of cannabis.