William, 23, the eldest son of Prince Charles and the late Princess Diana, becomes one of the 270 recruits taking the 44-week course. Charles traveled to the academy to accompany William on his first day.
The future king was required to bring his own ironing board as well as heavy black military boots.
Like other recruits, Officer Cadet Wales will be expected to rise at dawn, polish boots, iron shirts, put up with endless room inspections and wash his own clothes. He will also take part in drill sessions and rigorous physical training.
The Sandhurst program pushes recruits to exhaustion and will offer challenges to William, who has admitted he likes to sleep in.
William, who graduated from Scotland's St. Andrews University in June, will be the most senior royal in recent memory to attend the academy — opting for the army rather than the navy.
Charles trained to be a pilot with the Royal Air Force as well as serving in the Navy.
William follows his younger brother, Prince Harry, who enrolled at the academy in May. But the two brothers will be placed at different parts of the academy — William with the new recruits in Old College and Harry at New College.
Former Sandhurst recruits include the late King Hussein of Jordan, the Sultan of Brunei and Sir Winston Churchill.