The Queen's youngest son, 58, was received by His Majesty’s Ambassador to the Republic of Estonia, Ross Allen, after he departed from Farnborough airport in Hampshire.
WATCH: Prince Edward and Sophie Wessex's tears during the Queen's funeral
The Earl of Wessex landed at Tallinn Airport for his two-day visit which he is doing as part of his role as Royal Colonel of 2nd Battalion, the Rifles and Royal Honorary Colonel of the Royal Wessex Yeomanry.
The Prince was due to visit Germany and the Czech Republic last week but plans changed due to the passing of Her Majesty the Queen.
It has been an emotional two weeks for the royal family
During Queen Elizabeth's state funeral on Monday, the Earl and his wife Sophie Wessex were caught in an emotional moment.
The royal duo sat on the end of the front row in front of the Queen's coffin and appeared to be visibly upset as they both reached for handkerchiefs.
Prince Edward was also spotted wiping his face as his wife, Sophie, looked over to her husband. A moment later, Sophie grabbed herself a tissue and wiped away her tears.
Sophie comforted the young Prince
Before the service began, the Earl and Countess of Wessex joined other members of the royal family as they walked in the procession as the Queen's coffin was brought into Westminster Abbey.
Immediately behind the coffin was King Charles and the Queen Consort, Camilla, followed by Princess Anne and Vice Admiral Sir Tim Laurence, the Duke of York, and Prince Edward and Sophie Wessex.
Behind the Wessexes were the Prince and Princess of Wales with their eldest two children, Prince George and Princess Charlotte between them. Following behind them were Prince Harry and Duchess Meghan.
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