Europe’s royalty as well as ordinary citizens attended a service at Notre Dame Cathedral, a day after the couple tied the knot in a civil ceremony.
The festivities will culminate in a pop concert later in the day.
Crown Prince Guillaume, 30, is first in line to Luxembourg’s throne.
Limited-edition champagne, chocolates and china have filled the shop windows around the city of Luxembourg, with postcards and pins showing the smiling engagement photo of the couple.
Luxembourgers have a reputation for being calm and reserved, but there is a strong undercurrent of excitement sweeping through the cobbled streets of the city.
More than 120 international media organizations have requested accreditation for the event, including TV channels and newspapers from China, Morocco, Russia and the US.
Luxembourg City Tourist Office is organizing a three-day wedding-themed tour for royalty fans.
The official guest list for the ceremony includes the king and queen of Norway, the crown prince of Japan, and Prince Hassan and Princess Sarvath of Jordan. Prince Edward and the Countess of Wessex are representing the UK.
Countess Stephanie de Lannoy, 28, is an uncomplicated choice of bride for Prince Guillaume. They have known each other for years, started dating in 2009 after being reunited at a party and got engaged in 2011.
Stephanie de Lannoy is a member of Belgian nobility and is fluent in French, German and Russian after studying languages at the Catholic University in Louvain, Belgium. In interviews with the Luxembourg press, she has spoken of their mutual love of cooking and her delight at marrying her “very own Prince Charming”.
The only controversy in the run-up to the ceremony has been the decision to grant her Luxembourg citizenship, avoiding a usually long and complex legal process.
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