Harry, 29, whose own mother, Princess Diana, died in a Paris car crash in 1997, when he was 12, was introduced to two young girls who are being raised by their grandmother because their mother had been murdered and their father is in jail.
After meeting them in a deprived area of São Paulo, Harry told reporters that he was moved by the experience and felt the urge to share his own experience from when he was young.
But he decided to hold back.
"There are two little girls – I'm quite emotional – just looking at them I wanted to talk about my own experiences. But there is no point because it is just so far removed," he said.
"The bravery of them looking at me, smiling at me … I wanted to use my own experiences in a very small way to try to give them a bit of understanding about the fact [that] I see what you're going through.
"But you hear the stories and think, 'That's nothing [compared] to what they have been through.' "
He added, "I was completely overwhelmed and shocked. I've never blubbed in public as far as I can remember, but I was pretty damn close. It was amazing to hear those stories."
Harry was visiting ACER – the Association for Support of Children at Risk – a project run by a British citizen to help underprivileged children in Diadema, near São Paulo.
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"When I am here, I feel like one of you. And for that I thank you."
Harry used his speech to highlight the reasons for his visit: to foster greater links between the U.K. and Brazil. With the World Cup under way, he added, "In 1894 a Brazilian man of British ancestry, Charles Miller, brought a rule book and a football with him from the U.K. The rest, as you know, is football history.
"What we invented, Brazil perfected. In the U.K. we would like to think of this as an act of typical British generosity. But in truth, it is more an act of typical Brazilian creativity, which I hope will bring you huge success in your World Cup!"
He also posted a video thanking the people of Brazil for their hospitality, putting his hand over his heart when he talked about meeting the children.