The prince was in Denver for the 2013 Warrior Games, a competition in seven sports for injured veterans, The Denver Post reported. Beverley Simpson, the British consul general for Colorado, New Mexico and Wyoming, hosted a reception with a guest list that included Colorado Gov. John Hickenlooper and Denver Mayor Michael Hancock.
The Warrior Games to be held this weekend at the Olympic Training Center and the Air Force Academy include five U.S. military teams and one from Britain.
On Thursday, Harry was a surprise guest at a White House tea party for U.S. military families, officials said.
"Well ... Surprise!" first lady Michelle Obama told guests as the blushing, 28-year-old prince joined them in the East Room where they had been munching on cookies, cakes and smoked salmon.
"He's only got a limited amount of time with us but when he heard about the tea party and all of you, he wanted to be part of it to personally thank you for your service," Obama said.
A captain in the Army Air Corps of the British Army, Prince Harry "spends much of his time supporting our wounded, warriors and families of our fallen," Obama told the crowd.
The prince warmly spoke to luncheon guests and even helped some of the younger attendees work on a craft project, People.com said.
The prince arrived Thursday and made his first U.S. stop at the Senate office building to view a land mine exhibit by the Halo Trust with Sen. John McCain, R-Ariz., the BBC reported.
The Halo Trust is an anti-land mine charity supported by the prince's late mother, Princess Diana.
The prince finished up his first day in the United States with a reception and dinner at the British Embassy, USA Today reported.