At a charity event held on Sunday, Prince Harry confirmed that he and his wife Megan had not deserted Britain.
"Britain is my country and a place I love, and this will never change," he said.
This is the first time that Prince Harry has spoken since it was announced that he and his wife will give up royal titles.
The couple announced, earlier this month, their intention to give up their status as "high-ranking" members of the royal family, and strive for financial independence.
At a fundraising ceremony for a charity organization he co-founded to care for children living with HIV in southern Africa, Harry said: “I can imagine what you heard and read over the past few weeks. So, I want you to take the truth from me as much as I can share it with you, not as me Prince or Duke but Harry. "
He added in his speech that he bears "my appreciation to my grandmother, and my supreme commander."
"It was our hope that we would continue to serve the Queen and the Commonwealth and my military obligations, but without public money. Unfortunately, this was not possible. I accepted this, knowing that it would not change anything in my personality or the extent of my commitment."
In an agreement concluded on Saturday between the Queen and the senior members of the royal family and the couple, Harry and Meghan agreed that they would not formally represent the property.
Beginning next spring, they will stop using royal surnames, and carry out any royal duties, including military appointments.
However, the statement of the Royal Palace in this regard made it clear that they would continue to supervise their own works.
In the letter, which he posted on his Instagram account, Prince Harry said that when Megan married, "We were excited, we were hopeful, and we were ready to serve. For these reasons, I feel very sorry for it to end this way."
"The decision I made for my wife and me ... was not easy. It took months of thinking after years of difficulties. I know I was not always right, but this time I had no other choice."