To celebrate his arrival, a special dinner was served to military personnel and their partners at the Headquarters Brigade of Gurkhas, Royal Military Academy Sandhurst.
Defence minister Mark Lancaster was one of those to welcome him.
"The link with the Gurkhas is probably at the very heart of our Anglo-Nepali relationships."
"It's one of the oldest relationships in the world, they have been our allies for literally 203 years - and for him to come and see some of his own countrymen, here serving in the British Army, I think is very important."
The visit was marked with the band of the brigade of Gurkhas who performed for their guest of honour.
KP Sharma Oli has also met the Duke of Sussex and the Prime Minister during his time in the UK.