Harry, 27, delivered an address at the annual carol concert for Henry van Straubenzee Memorial Fund. Henry was close to Harry, while his brother Thomas is one of Prince William's best friends.
Greeting ex-girlfriend Chelsy Davy, 26, at the church entrance with a kiss, Harry told the 800-strong congregation at St. Luke's Church, Chelsea, "It's never easy losing someone close to you" – and when it is family it is "even harder."
"I cannot imagine what it is like" to lose a child. He was like a "brother" to the prince, Harry added of the boy his pals called "Henners."
Praising his "love of life and sense of fun" and sometimes "inappropriate sense of humor," Harry thanked the charity, which was set up by Henry's parents Alex and Claire, for "keeping the memorial of my best friend alive. He would be hugely proud of what you have done in his legacy."
In the program notes, fellow patron William praised the charity for ensuring "16,000 children can now look forward to a better life. If they receive a good education, they have a chance to escape the poverty into which they were born."
This year, the Middletons were represented by Kate's mother Carole and sister Pippa, who helped out by serving sausages in the post-service soirée.