Read MoreChristmas sales fail to bring cheer to UK supermarkets
Fortnum and Mason, also known as the Queen's supermarket, announced it had a "landmark" year in 2014, with Christmas sales up 23 percent year-on-year.
The retailer said there was "unprecedented demand for luxury items" with sales of caviar up 42 percent.
High end UK supermarket Waitrose also said sales of caviar were up 27 percent over the festive period, with lobster sales up over 8 percent over the same period . Sales of Oysters were also a major hit, and up 78 percent during December, compared to the same time last year.
But it is not just the luxury retailers that are seeing strong demand for these kind delicacies. Discount German supermarkets Aldi and Lidl have enjoyed double digit growth in the U.K. last year, as shoppers continue to hunt for bargains.
Luxury for all ?
Christmas 2014 was the first year Aldi sold their "Specially Selected Caviar" which retails at £9.99 ($15) per 20g jar as demand for the product has surged. The chain also sells lobster tails for £9.99.
Food & Drug Retailers analyst at Brewin Dolphin Nicla Di Palma said while Christmas time always provides a boost for these kinds of luxury food products, she sees the strong sales trend continuing throughout the year.
"For the likes of Harrods and Fortnum and Mason – their customers are simply getting much richer. Income inequality is increasing and there are actually more and more very wealthy shoppers. On the budget side, when it becomes affordable, its aspirational," Di Palma told CNBC.