Harry founded the Invictus Games to aid the rehabilitation of injured or sick military personnel and veterans from across the globe, by giving them the challenge of competing in sporting events similar to the Paralympics.
Speaking at the closing ceremony in The Hague in the Netherlands, Harry spoke of his pride in the competitors sitting before him.
He told the audience: “You have all summited your mountain. And I could not be prouder of every single one of you.
“We, your friends and family, could not be prouder of who you are and what you represent, especially given what it’s taken to get here. Mindset is everything.”
He added: “From interviews that Invictus did across the park this week, and as some of you have shared with me personally, many would have taken their own life had it not been for these games.
“You made the choice to be here, to stay with us, to grow with us, and I can’t explain how much it means to me and how much all of you mean to us. So thank you.
“This is a blueprint of what the wider world needs today – the power of resilience, the power of healing and the power of recovery.
“So if, or when, you feel alone, please know that you are not alone.
“This community is with you. We are all with you.
“To friends and family, we wouldn’t be here without you.
“We thank you for sharing and shouldering the weight of our wounds, from vulnerability comes strength, and together all of us are defining the Invictus generation, in or out of uniform we stand up to injustice. We answer the call for help.
“We defend those that need defending. Service and sacrifice is in our blood and don’t you ever forget it.”
Harry said he is “honoured” to have served alongside “all of you here tonight”, adding: “Thank you for your service and we’ll see you in Dusseldorf.”
The closing ceremony came after Harry was joined by King Willem‑Alexander at the wheelchair basketball final.
The duke enjoyed a quiet drink with friends on Thursday night at O’Casey’s Irish Pub in the city.
Pub owner John Gulay, 51, said Harry had a single pint of Guinness before switching to lemonade.
Harry and wife Meghan made their first public appearance together in Europe since quitting as senior working royals more than two years ago when they attended a reception at the games last Friday.
They were photographed and filmed by about 50 members of the media.
Harry attended events all week despite the fallout from his chat with a US television network that left some royal commentators denouncing him.
In his interview with NBC’s Today show he appeared to issue a veiled warning to those closest to the Queen, saying he wanted to make sure his grandmother was “protected” and had “the right people around her”.
Harry did not elaborate on whether he was referring to royal aides or members of his own family, but his comments are likely to have deepened his rift with his father the Prince of Wales and his brother the Duke of Cambridge as well as perplexing palace officials.
A camera crew filming for a Netflix documentary called Heart Of Invictus – a series from Harry and Meghan’s Archewell Productions following people competing at the event – was seen close to the couple during their time at the games.
The crew continued to film Harry and competitors after Meghan left earlier this week, and often a drone could be seen hovering above events.
Harry and Meghan signed a multimillion-pound deal with streaming giant Netflix in 2020.
Earlier, the duke announced the Invictus Games will take place in Vancouver and Whistler, Canada, in 2025.
“Ladies and gentlemen, Invictus is heading back to North America and this is a very, very good thing,” Harry said on Friday.
In 2023, the Invictus Games will take place in Dusseldorf.