The Duke of Sussex said he was "proud to serve Queen and country" as he and wife Meghan celebrated the work of the military at one of their final events before they quit royal life.
Harry and Meghan attended the Endeavour Fund Awards on Thursday night to recognise the sporting and adventure achievements of wounded, sick and injured service personnel.
It was the first time the duchess has carried out a public royal duty in the wake of the Megxit crisis but the couple seemed in good spirits as they smiled for the cameras and crowd who greeted them in the rain at Mansion House in London.
The couple will step down as senior royals on March 31 following a small number of public appearances in the coming days.
In a speech at the reception, Harry told the audience "Meghan and I are so happy to be back with you", with both handing out awards during the evening.
Addressing the veterans, Harry, who served with the Blues and Royals and the Army Air Corps, spoke of the honour of serving his grandmother amid reports of tensions between the royals.
He said: "Being able to serve Queen and Country is something we all are rightly proud of, and it never leaves us. Once served, always serving!
"Leaving the military and hanging up your uniform is - we know - an incredibly hard thing to do...unless of course it's blue in colour...
"But being forced to hang it up due to injury, beyond your control, can be even more difficult to accept.
"It can take time and effort to recognise the fact that it is something that happened to you, rather than something that's wrong with you - so please don't ever forget that."
The Endeavour Fund is a body set up by the Royal Foundation to finance inspiring sporting and adventure projects aiding the recovery of veterans.
The duke added many of the servicemen and women had told him they "had his back" and was keen to offer his own support.
He said: "I feel lucky to be able to count myself as one of you; and am deeply proud to have served among you as Captain Wales.
"A lot of you tonight have told me you have my back, well I'm also here to tell you, I've always got yours."
He added: "You have all had to demonstrate physical and mental strength that I doubt you even realised you had. Never underestimate what your actions, your choices and your resilience means to others.
"You should all be tremendously proud of what you've achieved and the positive service you continue to provide to so many.
"To see you guys excelling and uplifting others while doing it makes me incredibly proud and grateful to all of you - because you don't have to do it, you choose to do it."
Arriving at the venue, Meghan wore a bright blue Victoria Beckham dress and linked her arm under Harry's as he held an umbrella above their heads as they walked inside.
Meghan took to the stage to present the 'Celebrating Excellence' award, which is given to those who achieve excellence in their chosen sport or adventurous challenge.
She said: "It is very nice to be back [at the event], it is the third year.
"As you all know I can feel it is just the most inspiring space.
"I will say, watching the [nomination] videos all the way in Canada, we had the same moment as you, where each of us [said] 'how are we going to choose."
Prior to the ceremony, the couple mingled with guests, which included television star Ross Kemp, during a reception event.
At times, the duke was very animated as he joked with award nominees, while Meghan asked questions and listened intently, clutching her purse by her side.
Ex-Royal Marine Lee Spencer, who holds the world record for the fastest unsupported row across the Atlantic Ocean despite losing his right leg in an accident, won the award, which was collected by his wife.
Meanwhile, Harry presented Army veteran Tom Oates with the final prize of the night, the Henry Worsley Award, which is given to an individual who has best inspired others through adversity.
Mr Oates lost his fiancee weeks after returning back from Afghanistan when she was struck by a car in front of him.
He now supports others with metal health difficulties and regularly speaks about his own experiences at events.
The Endeavour Fund's new community impact award was presented by actor and journalist Ross Kemp to the Superhero Tri Series, which provides swim, cycle and run events that are open to all people regardless of their age.
The Duke of Cambridge has said Ireland and England should not feel "bound" by its complex history as he vowed that the British royal family is committed to strengthening the bond between the two countries after Brexit.