Touching down yesterday, Harry hit the ground running after he and the former First Lady surprised a group of teens at Hyde Park Academy.
But the 33-year-old's real purpose in Chicago is to be a keynote speaker at the Obama Foundation's summit.
Stepping up to the plate, Meghan Markle's rumoured fiance spoke out about how he found it hard to serve as a royal but found solace in his mother's legacy.
“I think what happened to my mum probably put me a step back, thinking, how could someone who did so much for the world and did so much for everyone else be treated like that by a certain institution?” the 33-year-old said on Tuesday night.
Harry, who know is the proud advocate for charities like the Invictus Games and his Royal Foundation, shared with the panel what made him change his stance.
“It takes a bit of getting used to, but once you understand the privileged position that you’re in, you go to spend the rest of your life giving back, and gaining the trust and respect of the general public.”
Harry then touched on his guiding light - his mum, Princess Diana, who he lost when he was 12.
Describing her as "my ideal role model", he mused, "I think she had a lot in common with everybody but also she certainly listened."
"In a very, very short space of time she was like a vacuum going around, sucking up all the information, all the criticism, all the issues, all the positives and negatives from everybody, then putting her name and her platform toward the bigger issues that had never been talked about."
Before adding, "In society we suffer from this illusion, or reality, that some problems become so big that nobody wants to get involved. She was the one that changed that. I will always look up to her… everything she did and the way she did it was having an impact, making a difference."
The panel was made up with businesswoman Mellody Hobson and Chantelle Stefanovic, who works for Full Effect, a program with The Royal Foundation and David Peterson.
At the event they quizzed Harry, who shared he attended his first "proper royal engagement" at age four or five, on his family's commitment to their charity work.
"Because of the position that we’re in… you’re not in it for four years, eight years — you’re in it for life," he explained.
"Therefore everything we can do, we have a bigger, longer platform than politicians."
For the royal trio - the issue of mental health has been their driving force.
Harry remarked, "In today’s world, you have to be involved with things that make sense to where your passions lie, rather than show up to a charity once a year."
"I don’t think that’s beneficial to anybody."
Prince Harry isn't the only royal hard at work this week.
His sister-in-law, the Duchess of Cambridge, hosted a private meeting at Kensington Palace.
On Wednesday, the pregnant mum of Prince George and Princess Charlotte headed up a round table discussion focusing on maternal mental health.
The meeting was not formally announced, with the Palace simply sharing a snap from the discussion.
"The Duchess is keen to develop an understanding of the issues surrounding maternal mental health, and to learn what support is available."
Catherine, who is set to welcome her third child in April, 2018, met with academics and practitioners from Maternal Mental Health Alliance, Anna Freud Centre, Family Action, Royal College of Obstetricians and Gynaecologists, Kings College and Best Beginnings.
The 35-year-old has always been open and honest about her experience with motherhood.
While she has described it as a "rewarding and wonderful experience", Kate has admitted that there are moments that are can be a "huge challenge", where she felt a "lack of confidence".