The royal siblings were given a warm welcome from the 84 children who live at Lesotho's Semongkong Children's centre, which is funded by Harry's charity Sentebale.
Arriving on horseback to the remote mountain village the brothers were presented with blankets embroidered with their names and messages of thanks.
They were made by the children, many of whom have lost their parents to HIV or Aids.
Harry's tactile and personal manner was evident as he interacted with the children. As some of the youngsters performed a musical play about Aids, he sat and cuddled two-year-old Bokang Rapostane, who was orphaned when he was just three weeks old.
The 25-year-old said of the trip: "We had a fantastic opportunity for me to show William what Sentebale is all about – the vulnerable children.
"Things are going in the right direction and I'm really proud of Sentebale."
Later on the brothers visited the presidential palace in Maseru to participate in a workshop with HIV-positive teenagers.
When they were asked to write down their hopes and dreams, Harry couldn't resist a bit of good natured ribbing of his brother.
While the second-in-line wrote down "successful pilot", his younger sibling scribbled "loser" on William's paper.
For his part, Harry wrote: "professional surfer, wildlife photographer, helicopter pilot and live in Africa!".