As part of the rehearsal, mounted cavalry escorted horses and carriages as they made their way along the procession route.
Prince William and Miss Middleton are to hold rehearsals for their wedding ceremony inside the abbey on Wednesday.
The Dean of Westminster Abbey, the Very Rev Dr John Hall, said he expected Miss Middleton to be excited on the day.
"I feel that she will have a sense of calmness. I'm sure there will be a great sense of excitement. It's important that she's enjoys it. It's important that Prince William enjoys it," he said.
Of the atmosphere inside the abbey, he said: "There will be a sense of prayer and a great sense of the congregation being with them - a great sense of delight."
The first Royal fans have already been camped outside Westminster Abbey since yesterday to secure the best spot in anticipation of the wedding on Friday.
An estimated 600,000 people are travelling to the capital for the wedding, with an additional two billion expected to watch the event on TV.
A large proportion of the visitors coming to the capital are from the US, with April experiencing a 20 per cent jump in the number of Americans tourists in London.
Giant screens are going up across the capital for those unable to stand along the crowded procession route.
Thousands of people across the UK are keeping their fingers crossed for good weather as they make the final preparations to their street parties.
In London, over 850 applications for royal wedding street parties have been submitted to local councils.