In a keynote speech at a summit on workplace leadership, Harry recalled a moment in the days following the death in 1997 of his mother, Princess Diana, when he felt unable to move forward with public life.
"After my mum died just before my 13th birthday - I was like: 'I don't want this job. I don't want this role - wherever this is headed, I don't like it'," he said on Thursday.
"It killed my mum and I was very much against it, and I stuck my head in the sand for years and years."
Harry was candid with the crowd, sharing his struggles with pressure and burnout and adding that there was a "lot in the world right now leaving us feeling anxious, stressed, helpless, powerless and completely overwhelmed".
The Duchess of Sussex accompanied her husband, watching from the audience on Thursday afternoon.
The InterEdge Summit, a professional development event to foster mentally healthy, safe and high-performing workplaces, was the pair's final stop in Melbourne.
Guests paid about $1000 to $2400 for a ticket, although media reports suggest that Harry was not paid a fee for his speech.
The unofficial royal tour of the Duke and Duchess of Sussex continued with the couple starting their day soaking up Aboriginal culture on Melbourne's Scar Tree Walk.
Arriving at Federation Square, the pair were greeted by Koorie Heritage Trust representatives with a young boy showing them a ball made of wombat hide.
They were guided through the city's scar trees, living heritage sites created when Melbourne's Wurundjeri inhabitants stripped bark off trees to craft canoes and other items.
After missing a chance to see Harry on Wednesday at the Western Bulldogs HQ, Vida from Altona walked up and gifted the pair a bag of cards and Australiana-style colouring books for Prince Archie and Princess Lillibet.
"I thought that would be something that they would appreciate," Vida told AAP afterwards.
A small crowd of curious passers-by grew gradually, with people stopping to investigate the commotion and many staying to take selfies with the couple.
Courtney Higlett and her son Zaya shared a special moment with the pair, grabbing a selfie.
"A lot's gone on with Harry and Meghan, and we choose to ignore it and just look up to them as role models for what they do," Ms Higlett said.
Harry and Meghan then made a quick stop at Swinburne University to visit batyr, a mental health organisation whose work dovetails with Harry's mental health advocacy.
A bustling crowd of students and staff grew as news of their visit filtered through the grapevine, with staff members Freya Coates-Hutchinson, Kaylah Hands and Sarah Post arriving early to nab a prime spot.
Their efforts paid off. As the Duke and Duchess walked up to the door, Meghan looked back and locked eyes with the trio.
"She came over, and she looked so nice, and she was giving us a smile, and shook our hands," Ms Hands said.
The duchess greeted the excited trio and asked Ms Hands' name, Ms Coates-Hutchinson recounted.
"I didn't even know she did that. I blacked out a little bit," Ms Hands said.
Harry spent Wednesday visiting the Australian War Memorial in Canberra, where he attended a Last Post ceremony and gave a speech to veterans sports organisation Invictus Australia, the local outpost of the organisation he founded in 2014.
The pair will fly to Sydney later on Thursday, where Meghan will headline an exclusive three-day women's retreat pitched as a "girls weekend like no other" with tickets starting at $2699.
The duke and duchess will end their trip by sailing around the harbour and attending a rugby match.
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