"She was almost in floods of tears because she couldn't see the stage, so I stuck her on my shoulders, and she just bopped away," he said. "That, for me, was amazing because these kids were able to see their parents being themselves again."
The 34-year-old was in attendance at the anniversary reception at the Guildhall in London to "celebrate the power of the Invictus Spirit to (change) people’s lives and demonstrate the leading role of the Invictus Games Foundation in delivering and inspiring recovery and rehabilitation through international sport and competition," revealed Buckingham Palace.
Harry also revealed that he felt nervous before he gave his speech for the first Invictus Games in September 2014.
In another video posted on the Sussex Royal Instagram, the royal opened up about how he felt on the first day of the Invictus Games (the London Paralympics event he founded in 2014) and admitted to having "nerves about everything."
Harry also said he was especially anxious about his speech at the opening ceremony as he felt that he had a short window to get the words out.
"On the night, we had the lecture or podium right in front of all the competitors so I could just see all their faces, and they started chanting," Prince Harry recalled.
"I was so nervous. I was shaking."
The Duke - who is married to Meghan Markle and is a father to infant Archie - claimed it was "one of the worst speeches" he had ever given.
WATCH: Prince Harry reveals the reason for one of his worst speeches