Alongside four teammates - all amputees who lost limbs after sustaining injuries in Afghanistan - Harry tested the clothing he will wear on the 200-mile (320-kilometer) expedition and learned how to avoid frostbite.
When asked Tuesday what the worst part of his overnight experience was, Harry joked: "Going in."
The challenging expedition is set to begin in late November and is expected to last about 15 days. The teams plan to trek between nine and 12 miles each day.
Actors Alexander Skarsgard from the "True Blood" series and Dominic West of "The Wire" will also participate in the race.