Thousands of well-wishers Thursday made the most of their chance to see Prince Harry during a meet-and-greet near Sydney's Opera House, with "His Royal Hotness" banners out in force and one woman asking him to marry her.

The 30-year-old prince, known as Captain Wales, has been on a month-long embed with the Australian army as he prepares to quit the British forces in June, missing the birth of his niece Princess Charlotte earlier this month.

The birth bumped him down to fifth in line to the throne, but he was all smiles on the glorious Sydney day, bidding farewell to Australia as his deployment Down Under comes to a close.

"She's great," he said when asked about the new addition to the family of his brother Prince William and wife Kate.

The casual prince, in army fatigues and a black beret, spent more than 30 minutes chatting, shaking hands and posing for pictures along with New South Wales Premier Mike Baird after arriving at the Opera House by boat.

Before his walkabout, Captain Wales met a school group, laughing and joking, with one lucky teacher getting a hug.

In the crowd hoping to speak with him was Victoria McRae, 21, in a Union Jack mini-dress and with a crown on her head, with a "Marry Me Last Chance! Prince Harry" sign.

"This is third time lucky, after this I might have to throw in the towel," she said ahead of the visit, having tried to get his attention at royal events twice before.

It turned out to be McRae's lucky day with the prince stopping to chat and getting a kiss on the cheek.

Asked what he said when she proposed to him, McRae said: "He said he'd think about it. I said I'd be happy for a kiss."

Another fan, Anne Woods, gave him a stuffed koala to share with his new niece.

"It was just lovely, just lovely to give him a gift for all the charity work (the prince does)," Woods said.

With his deployment ending this weekend, the prince was due to meet later Thursday with a British officer being fitted with prosthetic legs in a new procedure that could see him jogging instead of struggling to walk.

Lieutenant Ali Spearing lost both legs in Afghanistan and said he was honoured that Prince Harry, who also served in Afghanistan, was making a special visit to see him.

"A little (nervous), we have actually met a couple of times before, so it's not as bad as the first time," Spearing told ABC radio.

The prince is a strong supporter of raising awareness for injured soldiers.

During his time Down Under, Harry trained around the vast country in bush survival skills, spent time on helicopter duties and with SAS commandos.

He leaves for New Zealand on Saturday where he will remain until May 16.