A palace spokesman said the couple had decided to stay "weeks ago."
So instead of suntan lotion and lazy dips in an azure-blue sea, it's back to work just days after the couple's picture-perfect wedding captivated much of the world. Kate Middleton, now the duchess of Cambridge, does their shopping while William trains and works on the base.
The choice may offer the emotionally exhausted couple something even more valuable than a hectic, security-protected jaunt: Privacy.
The couple rent a whitewashed farmhouse close to a private beach, and away from snooping camera lenses.
"They don't get bothered at all here," said Daisy Gibson, a 19-year-old university student. "There's rumors about where they are, but nobody knows where they live really. They don't get recognized that much when they go out because they look quite low-key when they walk around."
It may also be their best chance to spend time together as husband and wife. The prince's office said he will not go to the Falkland Islands off the coast of Argentina as part of his training this year, but the posting is a routine part of the three-year service he began in September 2010.
Britain has ruled the South Atlantic islands -- known in Spanish as Las Malvinas -- for almost 180 years, but Argentina still claims them.
People in Anglesey may act like it's no big deal to have the likely future king and queen in residence, but most were glued to the tube for the entire royal wedding at Westminster Abbey.
"I watched all day," said Gibson. "I loved the dress, I want it for my wedding. It's exciting to have them here."
And word does spread fast when Middleton, sometimes accompanied by William, goes grocery shopping at Tesco or Morrisons, two budget-oriented supermarket chains.
"Everyone knows," said Gibson. "It gets around. But the people at RAF Valley say it's just like having another person on the team, they don't treat him like he's any different. You can't when you're in that position."
While William is developing his military career -- a long-standing tradition for men in the royal family -- Kate is serving as a "forces wife," a role many Britons can sympathize with.
It is a far cry from the glitz of London, where they often spent late nights clubbing before retreating to one of the royal palaces. Instead of boutiques in upscale Chelsea there is Poundland, a discount emporium where every item costs 1 pound ($1.65). The island -- which measures about 30 miles (48 kilometers) from one end to another -- has a small population of just roughly 66,800, according to a 2001 census.
The couple's decision to delay their honeymoon, which will take place at an undisclosed overseas location later, surprised many. But after spending months planning a pomp-filled royal wedding seen before a global TV and Internet audience, they may just want to get back to their own routine.
"They're waiting for the hoopla to die down," said a spokesman who spoke on condition of anonymity in line with the palace's policies.
Palace officials are trying to protect the couple from the unprecedented interest in their lives, hoping to avoid the hounding that followed Princess Diana, William's late mother. They hope to keep the location of their home in Anglesey out of the press because of security and privacy concerns.
The couple are able to move around freely in Anglesey, but there is normally at least one "protection officer" discreetly nearby.
Their haunts are well known. William sometimes eats at the Seacroft restaurant in Trearddur -- although he and his friends were recently turned away one night because the place was full -- and also likes the White Eagle pub, with its floor-to-ceiling windows offering a dramatic view of Caernarfon Bay and the Snowdonia mountains beyond.
Prince Charles, William's sometimes acerbic father, said earlier he was glad they had decided to wed because "they've been practicing long enough."
Charles had no such opportunity to gauge his compatibility with Diana. They married in 1981 after a brief courtship, produced sons William and Harry, and then sunk into a bitter, drawn-out divorce with mutual accusations of infidelity that deeply embarrassed the royal family.
Locals expect worldwide fascination with William and Middleton to boost the number of visitors to Anglesey, a remote part of Wales that boasts lovely beaches, fresh sea air and picturesque coves.
"I think this will improve it," said W.H. Robert, 51. "We hope to get more people in, we hope to get more cruise ships in."
The island is partly rural, with cattle and horses in many fields, partly a tourist draw, with cliff-top hotels and seaside promenades, and partly a military base. Most of its social life is built around the base, a combat pilot training center founded in 1941.
Anglesey is also a transit point for people bound for Ireland by car and passenger ferries, but the main port of Holyhead is slightly run down, with a number of vacant storefronts.
Robert said residents are fond of William because of his "just-one-of-the-lads" approach.
"People like that," Robert said.