The Queen also revealed that the Vesper Martini, which was invented by author Ian Fleming as James Bond's drink of choice, was a favourite tipple of the "much missed" Dame Jilly.
At the event, Queen Camilla met the festival's founders and panellists.
She then officially opened the festival, delivering a speech before a panel discussion on the importance of reading and studying literature.
Queen Camilla then hosted a reception in the French Dining Room, with attendees including Sir Salman Rushdie and Sir Ian Rankin.
Earlier in the week, Queen Camilla led the tributes to Dame Jilly, who died after a fall.
In a statement, she said she hoped her hereafter would be filled "with impossibly handsome men and devoted dogs".
Since Dame Jilly's death, there has been an outpouring of love for her.
Many of the themes that dominated her so-called bonkbusters - sex, affection and horses - have been central to those tributes.
At the festival, others shared their love and affection for Dame Jilly.
Speaking to reporters, Sir Ian said he had read her novel Rivals and "loved it".
He said he had met her multiple times, and that they had kept in touch.
"I got lovely letters from her, long letters and cards and everything , I think my wife was quite worried at one point," he joked.
He added that she was a "terrific writer," while Sir Salman simply said it was "a sad loss".
