The one-off concert was an evening of music and reflection in aid of three charities working to support military veterans facing mental health challenges; Help for Heroes, Combat Stress and Heads Together – The Royal Foundation's campaign and mental health initiative.
Harry, who spent 10 years in the British army and served two tours in Afghanistan, is an active campaigner for the provision of mental health help to people serving in the British military if they need it.
"It is clear to me that many of the problems and difficulties people face, both in the military and in wider society, all begin with mental health," he said in a speech in March. "Yet support for mental health has been an afterthought for far too long."
Harry and actress Meghan married in a star-studded ceremony at Windsor Castle in May.
(Reporting by Stephen Addison; editing by Michael Holden)