The pictures, reportedly taken while Harry was playing "strip billiards" with a group of friends in his Las Vegas hotel suite, were apparently taken last Friday.
Websites in America and around the world published the snaps, thought to have been taken on a mobile phone.
But they did not feature in any UK media, with St James's Palace confirming that the publication of the images would constitute a breach of privacy.
Meanwhile a royal source defended the 27-year-old's antics in Las Vegas, telling the Evening Standard the youngster was simply "letting off steam".
Harry, who was pictured looking sheepish in LA hours after the pictures surfaced, is currently on a break before resuming duties as a helicopter pilot for the RAF in the autumn.
He flew to Las Vegas for some rest and relaxation after representing the Queen at the Olympic Games closing ceremony.