In an improvised moment during the 6-minute run, he put on a mask of his brother given to him by another runner among a band of participants gathered on the Praia do Flamengo beach the morning of the first event.
Prince Harry, 27, is in Brazil to promote British interests and support several of his charitable causes, People reported.
The prince Friday night boarded a cable car to the summit of Sugar Loaf mountain where samba music provided the background music to a party with Brazilian celebrities and politicians.
"Everything about Rio makes you want to dance," he said. "I'm just glad my brother isn't here, because he might do it, and that would not be cool."