The royal was speaking in a video as part of a campaign run by his Sentebale charity to help reduce the stigma associated with HIV.
The “Feel No Shame” films are being released to mark World AIDS Day.
Nicole Scherzinger, Paloma Faith, and Gemma Arterton have also made videos confessions.
In his message, Prince Harry said: “My secret is, believe it or not, I get incredibly nervous before public speaking, no matter how big the crowd or the audience.
“And despite the fact that I laugh and joke all the time, I get incredibly nervous, if not anxious actually, before going into rooms full of people when I’m wearing a suit.”
The prince co-founded Sentebale in 2006 in Lesotho after travelling around the southern African country. It has the third highest HIV/AIDS prevalence in the world and many children and young adults have the disease themselves, or have lost parents to it.
The campaign aims to encourage people with HIV to seek medical support and education about their condition, and prevent the virus from spreading.
Dressed in a sweatshirt, Prince Harry added: “Now I’ve confessed that, I’ll probably be even more worried that people are looking at me, but thank you very much everyone who is taking part.”
Prince Harry launched the campaign in another video and asked members of the public to share their own secrets via social media in exchange for his confession.
He said: “To show our support for the children of Lesotho, and help reduce the stigma for all those affected by HIV, we are turning this World Aids Day into a day in which no-one should feel any shame about their secrets.
“Together, we can tackle the stigma surrounding HIV and give the young people carrying it the childhood they deserve, the childhood so many of us take for granted.”
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