However, when Harry and his wife Meghan Markle decided to step down as senior royals, the Duke was forced to give up his "official military appointments".
The royal reportedly revealed his regrets about this during one of his last engagements when he appeared at the Mountbatten Festival of Music at London's Royal Albert Hall alongside the Duchess of Sussex earlier this month.
Speaking to The Sun, a source said: "He told people he regretted having to stand down and pretty much said the decision had been forced on him."
"He was being apologetic and did not appear fully at ease.
"He is a genuine guy and you could see he was upset and emotional as this was one of the last times he would be in uniform among his men and women."
During his speech at the festival on March 7, Harry said: "I am so proud to have served as the Royal Marines Captain and am devastated that I am having to step down.
"I feel I'm letting people down, but I had no choice."