Ennis was one of a host of Team GB stars in London to collect their New Year Honours.
The 27-year-old heptathlon gold medallist was one of the faces of the Games and was accompanied by fiancé Andy Hill for the ceremony.
“I was so excited but a nervous wreck as well, it still doesn’t seem real everything that has happened to me,” admitted Ennis.
“It’s been an amazing year for British sport and to be part of that and be recognised for that is just incredible.”
Also collecting their MBEs were boxing gold medallist Nicola Adams, 30, and Greg Rutherford, 26, who won long jump gold.
“The heart was racing a bit, you can’t imagine things like this,” said Rutherford.
“You don’t get to meet the Queen everyday, it’s just a really special experience after all the special experiences I’ve already had.”
Track cyclist Jason Kenny, fresh from his world title success in Minsk last week, was awarded a CBE after claiming his second and third Olympic golds in London.
Team-mate Joanne Rowsell collected an MBE for her part in the gold medal winning women’s team pursuit squad while British Cycling’s performance director David Brailsford received his knighthood – the day before his 49th birthday.
“We spoke briefly about the Olympic Games and about what a proud moment it was for the country,” said Brailsford.
“The sport is not about looking backwards, it’s about looking forward and we’re planning already for Rio.”