'He can' stop singing the songs,' Meghan told cast member Rachel John after the show.
However, Harry's performance has reminded fans how much his late mother Diana loved the performing arts.
The iconic moment Diana appeared on stage alongside dancer Wayne Sleep is forever ingrained in the minds of royal fans across the world.
The performance took place at the Royal Opera House in 1985, in a private show for supporters and friends of the Royal Ballet.
Sleep has previously spoken about the now iconic moment in an essay for The Guardian, recalling how enthusiastic the princess was.
'Charles was going to be in the audience and she wanted to surprise him; it was all top secret,' Sleep recalled.
'The audience gasped when Diana appeared, as if they’d all taken one huge breath,' he adds.
The Princess Of Wales danced alongside Sleep to Billy Joel's 'Uptown Girl', and the duo pirouetted along the stage.
'At one point, I pirouetted and she pushed me down; then I carried her across the stage,' Sleep says of the once-in-a-lifetime performance.
'I remember thinking, “Don’t drop the future Queen of England.” She loved it, but was most thrilled we’d kept it secret from Charles, and our rehearsals away from the paparazzi.'
The images from the performance were never meant for public view, but somehow got leaked in 1995.
'No one knows for sure how they got hold of them. Diana got suspicious – by then, she didn’t know who to trust any more – and we drifted apart,' Sleep said.
Just last year, Sleep presented the Diana Award and shared some funny stories with the crowd about his time as the Princess Of Wales' dance teacher.