Oprah rolled up to Katherine's lavish bridal shower Saturday, with a giant gift box in hand and a huge smile on her face ... and the Big O was easily the biggest celeb there.

Katherine's mother, Maria Shriver, hosted the party at her private estate ... and it was a pretty good looking crowd, because Katherine's super hot celeb friends, model Abby Champion and TV personality Whitney Port, also showed up to support the bride-to-be.

Oprah and Maria have been friends for decades, ever since they worked on a show together back in the 70s.

It's kinda interesting ... Arnold Schwarzenegger and Chris Pratt also rolled through, meaning Katherine's dad and fiance were at her bridal shower too.

Arnold's having a crazy busy weekend ... he was a proud papa Saturday morning at his son, Joseph Baena's college graduation in Malibu.