Prince Harry has described his Diamond Jubilee tour of the Commonwealth nations of Belize, Jamaica and the Bahamas as "an emotional trip".
The 27-year-old said he had been "choked up" by the warm reception he had received and the way the countries celebrated the Queen's 60-year reign.
He said his grandmother had told him to "enjoy" the trip and make her proud.
The prince, speaking in Brazil, said he had tried to get involved in activities put on for him. "I've had a gas."
Earlier he had participated in a polo match in aid of his charity Sentebale, while on a visit to Campinas in Brazil.
During his time in the country he has also promoted a government campaign to encourage more tourists to visit the UK.
The prince said he had had a brief conversation with the Queen just before he embarked on the royal tour - his first solo trip on his grandmother's behalf - but he had not spoken to her during the trip.
"We had a great chat. She said: 'You enjoy it, I hope you do me proud.' It was a typical grandmother to grandson chat," he said.
During his trip, the prince took part in a Diamond Jubilee street party and showed off his dancing skills in Belize and formally honoured the Queen at a thanksgiving service in the Bahamas.
In Jamaica he took part in a fun race with Olympic sprint champion Usain Bolt and met steadfast republican Prime Minister Portia Simpson Miller.
Ms Simpson Miller has said it is time for her country to "take full charge of our destiny" and replace the Queen as head of state.
The prince said: "I'm absolutely exhausted but the warmth of the reception that we've received from every single country that we've been to - including Brazil - has been utterly amazing.
"I personally had no idea how much influence the Queen has on all these countries. And to me that's been very humbling, and I was actually quite choked up at times seeing the way that they've celebrated her 60 years.
Prince Harry shared a joke with Usain Bolt in Jamaica before beating him in a "race"
"She's thousands of miles away to some of these countries and yet they celebrated her in the way they did, and made me feel as one of them, so I couldn't thank them more."
The prince said he felt it was important for him to have participated in the activities and customs that were being shown to him.
He said: "You can't sit there with a stiff upper lip and crossed arms and not get involved.
"We knew from the start that these countries were going to be fantastic fun. I've never taken myself too seriously and I hope everyone back home has seen it as it is but I've had an amazing time - I've had a gas."
He said that although he and his brother - the Duke of Cambridge - were both busy with their own military careers, he would do what he could to help mark the Queen's reign in this anniversary year.
On his meeting with Usain Bolt, he revealed he had spent nearly a week figuring out a way to beat the world's fastest man.
Prince Harry sprinted down the track after a false start at the University of the West Indies stadium in Kingston as Mr Bolt jogged after him, laughing.
The prince said: "I was thinking to myself... I'm going to catch him and catch him when he's off guard - he thought about taking me on, but he's a bit slow."
He also referred to the London Olympics and, describing the Duchess of Cambridge as "his sister", he said: "The three of us... will be as involved as we can be."
On Sunday the prince, who is an accomplished polo player, led his Sentebale team to victory against the opposing St Regis side at the event on the Haras Larissa estate.
He clenched his fists in celebration after he was rewarded with two kisses on the cheek by Brazilian model and television presenter Fernanda Motta.
Afterwards Ms Motta said: "I didn't know why everyone was laughing because I was kissing the next player. I took his gesture as a compliment - and that makes me very happy."