Prince Harry laughed and joked as he met children in Buckingham Palace's gardens ahead of the Rugby League World Cup 2021 draw, which he hosted.
He also met representatives of the 21 nations playing in the world cup.
Meghan and the couple's son Archie are in Canada but the duke will reportedly stay in the UK for meetings next week.
Talks involving the Queen, Prince Harry, the Prince of Wales and the Duke of Cambridge to discuss the couple's future were held on Monday at the Queen's Sandringham estate.
The Queen released a statement agreeing to their wish to step back as senior royals, become financially independent and to split their time between the UK and Canada.
On Thursday, the prince appeared relaxed and at ease as he took part in the draw hosted at the palace - despite being questioned about his next move.
BBC Sport journalist Shamoon Hafez, who was at the event, said Prince Harry gave "a loud laugh" when a reporter asked him how talks on his future were going.
Prince Harry hosted the Rugby League World Cup draws for the men's, women's and wheelchair tournaments, as part of his role as patron of the Rugby Football League.
Speaking to BBC News, Jon Dutton, the tournament's chief executive, praised the prince for being "authentic", "engaged" and taking his time to meet representatives from participating nations.
The tournament runs from 23 October to 27 November 2021 in 17 cities across England, with 16 men's, eight women's and eight wheelchair teams taking part.
England will play Samoa in the opening match at St James' Park, Newcastle.
Prince Harry has enjoyed rugby since his school days and was a house games captain at Eton.
The duke was joined by ex-England player Jason Robinson and Dame Katherine Grainger for the draw in the throne room of Buckingham Palace.
"Not only do I continue to see sport actually changing lives, but it's saving lives as well," the prince said at the event.
"Whether it's rugby league or sport in general... it needs to be in everybody's life."
Before the draw, he met two ambassadors for the global tournament - James Simpson, England and Leeds Rhinos wheelchair rugby league star, and Jodie Cunningham, a rugby league player in the Women's Super League for St Helens.
He then spoke to 12 young rugby players from St Vincent de Paul Catholic primary school, who are tag rugby champions in Westminster for the third year running.
Prince Harry joked with the youngsters, telling them to look after the palace grass or he would get in trouble.
Posing for a team picture, he teased them, saying: "Some of you are really warm. Some of you haven't been running around."
Kevin Sinfield, former rugby league England captain and Leeds Rhinos director of rugby, said on Thursday that Prince Harry had been "fantastic for the sport".
"His enthusiasm, his energy, his engagement with young people in particular, has been outstanding," he told BBC Breakfast.
Mr Sinfield said the Royal Family had helped to "massively" improve openness about mental health in rugby league, adding that Prince Harry had "really driven this".
In a video message posted on Instagram on Thursday the prince said he was "proud" to support the tournament's decision to adopt a mental fitness charter - a programme including workshops for 8,000 young players and their families.
"The perception in rugby league is that you need to be tough," he said. "You can't show your feelings, you have to grin and bear it.
"But something like the mental fitness charter will help us make real progress in getting rid of the stigma associated with mental illness, and remind people that it's not just about being physically fit, but more importantly mentally strong."
Mr Sinfield added: "To have a real figurehead involved in it who's championing it left right and centre is only going to do good things."
There has been speculation Prince Harry would travel to Canada after the draw but a source quoted by the Press Association said: "The duke has some meetings here early next week."
Prince Harry's brother, the Duke of Cambridge, did not mention the talks between senior royals during his first official engagement of the year, on a visit to Bradford with the Duchess of Cambridge.
Meghan flew to Canada to join eight-month-old Archie ahead of the meeting.
On Tuesday she visited a charity in Vancouver which campaigns for teenage girls living in poverty.
Justice for Girls said Meghan visited to "discuss climate justice for girls and the rights of indigenous peoples".
Meghan also visited the Downtown Eastside Women's Centre in Vancouver.
The centre posted a photograph on Facebook of the duchess with staff and visitors, with a caption which said they had talked about "issues affecting women in the community".
It came as a legal document was submitted to the High Court in London by the Mail on Sunday, outlining its response to Meghan's legal action over its publication of extracts from a private letter she wrote to her father.
On Wednesday evening, Prince Harry launched the next leg of his Invictus Games, for wounded and injured service personnel and veterans, with an Instagram video.
The prince said he was looking forward to an "amazing atmosphere" in host city Dusseldorf, Germany, at the sixth edition of the tournament in 2022.
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