Speaking in Calgary Thursday, Prince William thanked Prime Minister of Canada Stephen Harper for the hospitality extended to him and Kate, and said, in French, "Merci beaucoup: bon soir a tous."
Their Royal Highnesses have been staying at Skoki Lodge, near Lake Louise in the Rockies, in the Banff National Park.
The royal couple also got in the Western spirit of Calgary by donning white cowboy hats, a tradition there. (Although at first it was said they declined the headgear, only to be informed that would be a snub.)
"I was proud to see them wearing their hats. William said 'when in Rome, do as the Romans do,' and I thought that was very sweet," local Margaret Southern, 80, said. "They didn't have to wear the hats, but they did. Kate said to me, 'doesn't William look handsome?' He did!"
In his address, William even noted "the excitement of Calgary – and what about these fantastic white hats."
Completing her look, Kate paired an ALICE by Temperley London Armonia Blouse with her own jeans. "It's so nice to be in jeans," William was heard remarking to her, who wore denim with a plaid shirt.
Continuing his speech, William, who on Friday will land in California with Kate, said, "A week ago in Ottawa I spoke of how much Catherine and I looked forward to getting to know Canada and Canadians. I can only say that the experience of this past seven days has exceeded all our expectations."
Summing up their trip, William, said, "The Canadian family is another of the abiding memories that will stay with Catherine and me. Canada is not just a great Union of Provinces and Territories, it is a great union of peoples from many different backgrounds who have come together to make this a model – and a magnet – for those who value freedom, enterprise, tolerance and compassion."
And with a bow to royal tradition, he said: "In 1939, my great grandmother, Queen Elizabeth The Queen Mother, said of her first Tour of Canada with her husband, King George VI: 'Canada made us.' Catherine and I now know very well what she meant."
He concluded, "Canada has far surpassed all that we were promised. Our promise to Canada is that we shall return."
Inside the RodeoAccompanied by the Prime Minister and his wife, William and Kate stood on a platform overlooking the rodeo pen to watch various stampede demonstrations. First up were young sheep riders (aka "mutton busters"). A young boy called Powell was first up. "He's so cute!" Kate said to William. "He is so young! So brave."
Next up were the rodeo champions: Scott Schniffer, 31, former Canadian champion, was first. As the bull bucked back and forth, Kate bit her lip, saying, "Oh my God! Oh my!" she said.
At one point, Harper asked William, "What do we have to do to get you to do this?" William laughed, replying, "You'll have to go first!"
For the next bull riding demonstration, the Royal couple were taken in to the "chutes" of the bull pen. While Kate chatted to the handlers, William sat in the first chute, which seemed to make Kate nervous. And just as William, climbed over the railings and down towards the inside of the ring, Kate broke conversation and shouted "William! William!" and gestured with her finger for him to come back up. Additional reporting by SIMON PERRY