Behind-the-Scenes of Queen Elizabeth's Skit with Paddington Bear: 'She Has Surprised Us'

Buckingham Palace/Studio Canal/BBC Studios/Heyday Films via Getty Queen Elizabeth and Paddington Bear

Even 70 years into her reign, Queen Elizabeth still has a few surprises up her sleeve.

Although the Queen, 96, didn't attend the Platinum Party at the Palace on Saturday night, she did open up the event with a fun pre-recorded sketch featuring another British icon: Paddington Bear. The hilarious skit featured the monarch hosting the beloved character for tea...and revealing what she keeps in her trusty handbag — a marmalade sandwich!

Buckingham Palace isn't commenting on the clip as they don't "want to de-mystify it," one royal source says, "and take away the magic."

But PEOPLE has learned that the video was filmed in March at Windsor Castle, with Paddington added later by CGI techniques. It's likely that a staff or crew member sat opposite the monarch during filming to help her.

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The surprise was kept top secret — so much so that even members of the royal family had no idea about it until they were watching it open up Saturday's star-studded concert. Prince George and Princess Charlotte were clearly amazed, smiling and gasping as they watched their great-grandmother's interactions with Paddington onscreen. (Prince Charles, however, may have been clued in — his speech on Saturday did reference a marmalade sandwich.)

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A palace spokesman said: "Her Majesty is well known for her sense of humor, so it should be no surprise that she decided to take part in tonight's sketch. There was an interest in the filming and animation process and the opportunity to invite a famous bear to tea was just too much fun to miss."

The skit was reminiscent of when the Queen appeared alongside Daniel Craig as James Bond in a video that aired at the opening ceremony for the 2012 Olympics in London.

"She has surprised us with the Paddington Bear sequence like the Bond one," says a close insider. "It's always her, 'let's take a chance' and surprise us. And show a wonderful witty side of herself. It was truly remarkable."

This isn't the first time Paddington Bear has met with royalty. In 2017, a costumed character danced with Kate Middleton as she appeared at the bear's namesake train station in London alongside Prince William and Prince Harry.

Chris Jackson/Getty Kate Middleton, Princess Charlotte, Prince George and Prince William

At the end of the skit, an equerry looked out the Buckingham Palace windows and told the Queen that the party is about to begin.

"Happy Jubilee, Ma'am," Paddington said. "And thank you...for everything."

The Queen replied, "That's very kind."

Outside, drummers start playing the famous beginning of Queen's "We Will Rock You." Queen Elizabeth and Paddington joined in by clinking their spoons against the tea cups.

From there, Queen + Adam Lambert opened up the concert, starring a number of recognizable performers leading up to a finale featuring Diana Ross.

Alberto Pezzali/AP/Shutterstock Camilla, Duchess of Cornwall, Prince Charles, Queen Elizabeth, Prince William, Kate Middleton, Prince George, Princess Charlotte and Prince Louis

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On Sunday, the Platinum Jubilee weekend ended with Queen Elizabeth appearing on the Buckingham Palace balcony with her heirs and their families.

"When it comes to how to mark 70 years as your Queen, there is no guidebook to follow. It really is a first," she later said in a statement. "But I have been humbled and deeply touched that so many people have taken to the streets to celebrate my Platinum Jubilee."