But friends said she seemed a "broken woman" as she prepared to face a third Christmas without her eldest child.
Kate visited a tiny 16th century church with husband Gerry to pray for Madeleine's return, then walked a deserted beach.
Devout Catholic Kate said: "I have longed to come back here for personal and emotional reasons. Although our pain feels much rawer here, it is comforting at the same time since we feel closer to Madeleine.
"We walked to the beach with its crashing waves and sense of vastness and freedom - another place I've always felt able to reach out to Madeleine."
Gerry, 41, made the sad trip to Praia da Luz alone earlier this year. But Kate joined him after they went to Lisbon for a libel case against a cop involved in the case. Kate, 41, has spent months planning for a return to the resort where Madeleine disappeared in May 2007. She feared it would be too painful.
Isabel Duarte, the McCanns Portuguese lawyer said: "Kate's a broken woman. She was crying when she told me she wanted to go to Praia da Luz."
matthew.drake@notw.co.uk
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