Nancy Cameron is reported to have spent about 15 minutes at the Plough Inn at Cadsden in Buckinghamshire, before David Cameron returned to collect her.
Number 10 says the couple were “distraught” when they realized Nancy was not with them.
It said it happened “a couple of months ago”.
The pub is near David Cameron’s country residence at Chequers.
The Camerons were at the pub with Nancy and their other children Arthur, six, and 22-month-old Florence, as well as two other families.
After leaving, David Cameron went home in one car with his bodyguards and thought Nancy was with his wife and their other children in another car.
Samantha Cameron had assumed her eldest daughter was with her father. The mistake was discovered when they got home. When the prime minister returned to collect Nancy he found her helping staff.
A Downing Street spokesman said: “The prime minister and Samantha were distraught when they realized Nancy wasn’t with them.
“Thankfully when they phoned the pub she was there safe and well. The prime minister went down straight away to get her.”
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