The two-week break was haunted by painful memories of missing Madeleine, who vanished during the family's last holiday together, Mr McCann said.
The couple, both 40, knew the holiday would be difficult for them but decided it was important for their other children, three-year-old twins Sean and Amelie.
Writing on his internet blog, hospital consultant Mr McCann said: 'We have recently managed to have a break visiting family.
'Sean and Amelie have had a brilliant time and it has been great for me to spend so much time with them.
'Although this has been a relaxing break, it has been incredibly difficult for Kate and me to have been on holiday without Madeleine - it is all too apparent what is missing.'
The family returned from Portugal last September, four months after Madeleine vanished in the Algarve, and since then they have rarely spent more than a weekend away from their home in Rothley, Leicestershire.
But they are determined to give Sean and Amelie as normal a childhood as possible, despite their ongoing search for Madeleine, and decided a family holiday was a vital part of that.