A royal source said the vaccinations were administered on Saturday by a household doctor at Windsor Castle.
The source added the Queen decided to let it be known she had the vaccination to prevent further speculation.
The Queen, 94, and Prince Philip, 99, are among around 1.5 million people in the UK to have had at least one dose of a Covid vaccine so far.
People aged over 80 in the UK are among the high-priority groups who are being given the vaccine first.
The couple have been spending the lockdown in England at their Windsor Castle home after deciding to have a quiet Christmas at their Berkshire residence, instead of the traditional royal family gathering at Sandringham.
Last month, the Queen appeared alongside several other senior members of the royal family for the first time since the
Covid-19: Queen and Prince Philip receive vaccinations
In 2020 she went seven months
outside of a royal residence.
During that time, her eldest child, Prince Charles, 72, contracted coronavirusand displayed mild symptoms.
Palace sources also told the BBC that her grandson Prince William tested positive in April – although Kensington Palace refused to comment officially.
to reassure anyone struggling without friends and family this year that they “are not alone”.
She said the pandemic had “brought us closer” despite causing hardship, adding that the Royal Family has been “inspired” by people volunteering in their communities.
On Friday a third coronavirus vaccine – made by US company Moderna – was approved for use in the UK, joining the Pfizer-BioNTech and Oxford-AstraZeneca vaccines already approved by UK regulators.
It is not known which vaccine the Queen and Prince Philip have received.
All the approved vaccines require two doses to provide the best possible protection, with the second dose being given up to 12 weeks after the first.
Prime Minister Boris Johnson has said the aim is to vaccinate 15 million people in the UK by mid-February, including care home residents and staff, frontline NHS staff, everyone over 70 and those who have been categorised as clinically extremely vulnerable.