The trip to Bergen-Belsen in northwestern Germany by the 89-year-old queen - accompanied by her husband, Prince Philip, 94 - was a "personal visit" and "her wish", sources said.
The royal couple spent about 30 minutes walking around the site where 52,000 people from across Europe were killed during World War II or died immediately after its liberation, including teenage Jewish diarist Anne Frank.
They stopped at a memorial stone to the young girl whose journal of her family's time hidden from the Nazis during the German occupation of the Netherlands has been read by millions around the world.
The queen, who had changed into a dark slate-coloured outfit from the earlier yellow one she wore to meet well-wishers at Berlin's Brandenburg Gate, also paused at a memorial for Jewish victims and visited a sculpture known as the "House of Silence".
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Live coverage by public broadcaster ZDF did not show the couple inside the House of Silence, which opened in 2000 and is outside the former camp's grounds, not far from its mass graves, according to the Bergen-Belsen foundation website.
But it showed them going on foot around different points of the former camp site, including laying a wreath at an inscription wall dedicated to victims from all nations.
Britain's Queen Elizabeth II and The Duke of Edinburg, Prince Philip (L) visit the memorial site of former Nazi concentration camp Bergen-Belsen on June 26, 2015. PHOTO: AFP
Afterwards the couple met representatives of the Jewish community and spent time talking to camp survivors and liberators before local high school students demonstrated an app on a tablet computer showing how the camp looked in the 1940s.
Buckingham Palace confirmed it was the first time the monarch had visited a former concentration camp, part of a network of sites established by Hitler's Nazi regime for holding and persecuting prisoners.
But it said she had previously met Holocaust survivors.
The Queen at the Brandenburg Gate during previous State Visits in 1965 and 1992 #QueeninGermany pic.twitter.com/iVbLvbGweG
— The Royal Family (@RoyalFamily) June 26, 2015
In April 1945, British forces freed the Bergen-Belsen camp in northern Germany where Jews, political prisoners and other persecuted groups were held, taking pictures which gave the world the first visual proof of the Holocaust.
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At a banquet at Berlin's presidential palace earlier in the week, the queen warned against "division" in Europe, in a speech focused on historical references to the lessons of World War II, the fall of the Berlin Wall and German reunification.
In April, on the 70th anniversary of the camp's liberation, German President Joachim Gauck paid tribute to Britain for restoring "humanity" to the country and said British forces led by example during the subsequent Allied occupation.
The camp visit provided a poignant ending to the queen's fifth state visit to Germany which included a meeting with Chancellor Angela Merkel, a boat ride along Berlin's Spree river and a trip to the financial capital Frankfurt.
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