The Duke of Sussex said he is "incredibly proud" to see the difference the Endeavour Fund makes to veterans.
Speaking to Forces News after the Endeavour Fund Awards ceremony on Thursday night, Harry said: "Everyone needs a purpose... what we try and do is create opportunities for individuals to be able to excel and shine again.
"No one wants to be defined by their injury."
He added that for some people, new opportunities come in different forms.
"For some people, that's about being part of a team again," Harry said.
"For Invictus, to wear the flag on their sleeve, or just be part of a team of like-minded people, who get it and who you don't have to explain your story over and over again to."
"These guys blow my mind," he added.
"What some of them have been through, some of them go do something equally insane to be able to find themselves again.
"All we can do is try and facilitate that, and that can't be done without the huge support from so many people."
Harry joined veteran Tom Oates, who won the Henry Worsley Award.
Within weeks of returning from a tour of Afghanistan, Tom's fiancée was struck by a car and killed in front of him and saw his mental health suffer.
Mr Oates, said winning the award was "emotional".
"I've had this feeling for nearly five years now, and this feeling has never left my heart," he said in reference to the touching acceptance speech he gave upon receiving the award.
"This feeling inside me has kept going me, but has obviously sparked something inside me to keep me going and showing that other people can do what I've done.
"I want to show people that they can do exactly what I've done in the past."
Two years ago, Mr Oates was unable to leave his room.
"I couldn't leave my room, I wouldn't speak to anyone," he said.
"Then, about a year ago, I came about and presented a presentation to Prince Harry and from there, I didn't expect to be in this position today."
Mr Oates is now in the process of organising an Arctic expedition.
After hearing these words, Prince Harry said Mr Oates was "too modest".
"This man, last time I saw him, was a shell of himself.
"This evening, by accident, he ended up on the London Underground, which is not a nice place to be for anybody, but with Tom's condition, to be able to survive that, get through it and be here and then produce this speech - that is remarkable."
Speaking to Mr Oates, the Duke of Sussex said: "The distance you've come in such a short space of time is not only incredibly heroic on your part, but you are proving so much to so many people.
"I take my hat off to you."
The Endeavour Fund works with a range of organisations to give opportunities to those injured in service to be part of a team again and take part in epic endeavours.
The aim is to inspire wounded, injured or sick service personnel to explore new physical challenges as part of their recovery.
Each endeavour is thought with the goal of supporting servicemen and women with their rehabilitation while also positively impacting the wider community.
Attending the awards was one of Harry and Meghan's final duties before stepping back as senior royals at this month.