While attending the Invictus Games in the Netherlands, Harry revealed that Lili, as she is known, is learning how to walk.
"Her current priorities are trying to keep up with her brother; she took her first step just a few days ago!" Prince Harry, 37, told People magazine. "Proud papa, here."
Lili's brother is Archie, who will turn 3 next month.
While Lili and Archie did not attend this year's Invictus Games with their parents, Harry said he "can't wait" for them to attend in the years ahead. The Invictus Games are a Paralympic-style competition for wounded service members that Harry, a military veteran, launched eight years ago.
"I showed Archie a video of wheelchair basketball and rugby from the Invictus Games in Sydney, and he absolutely loved it," Harry told People.
"I showed him how some were missing legs and explained that some had invisible injuries, too," he said. "Not because he asked, but because I wanted to tell him. Kids understand so much, and to see it through his eyes was amazing because it's so unfiltered and honest."
Harry and Meghan's attendance at the Invictus Games in the Netherlands marked the couple's first public appearance together in Europe since they stepped down from their senior royal role two years ago.
Harry and Meghan, the Duke and Duchess of Sussex, arrived in the Netherlands after making a quick stop in the United Kingdom to visit Harry's grandmother, Queen Elizabeth.
The visit was the first time the couple saw the queen together in-person since moving in 2020 to California, where they now live with Archie and Lili, who is named after the queen.