Let be a small diagram in a category. Since is a complete category, choose at each a categorical limit
For , the arrows form a cone over a diagram at , because the diagram arrows are natural transformations. There is therefore a unique arrow with
The universal property immediately gives and : both sides have the same composites with every limit projection. Thus is a functor, and the displayed equations make the natural transformations.
Given any categorical cone in the functor category, its components induce unique . For , compare and after each ; naturality of makes their composites equal. Hence is a natural transformation, and uniqueness is componentwise. This proves that is a categorical limit in .
The functor category is complete, and every evaluation functor preserves limits, since evaluating the constructed limit at gives exactly the chosen limit in . This is the pointwise limits in a functor category construction; it also covers the empty diagram and its terminal object.

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