Dressed in a tux, and addressing a room full of professional women in evening gowns, he said: "Thank you all very much for coming this evening.
“I am not entirely sure who made the seating plan but I am sitting between two men. I thought it would just be 100 women and myself.”
There were approximately 260 people at the dinner and the vast majority were women.
Prince Harry, who is a Patron of WellChild – the national charity for seriously ill children and their families – remarked on the “Harry Potter-esque” dinner location.
“It is great to see you in this rather wonderful Harry Potter-esque setting. There will be no Quidditch.
“This hospital represents the importance which society places on the care of those less fortunate than ourselves. In the case of the Royal Hospital it is former members of the Armed Forces but for WellChild it is children and young people.
“I am incredibly proud to be the Patron of WellChild, the charity being championed by 100 Women in Hedge Fund’s UK this year. I am also delighted to be Patron of 100 Women in Hedge Fund’s philanthropic initiatives for this year also.”
He described WellChild as a “truly remarkable charity” whose staff and nurses “work tirelessly to make sure that thousands of seriously ill children and young people received the very best possible care”.
He added: “This work is invaluable to the people they care for and their families.”
On his arrival, Prince Harry spoke to the CEO of WellChild, Colin Dyer. Mr Dyer said the prince asked about the family of a seven-year-old boy who died just days ago. Harry spent time with Laughlin Whiteley and his family at the recent WellChild awards.
Laughlin, who had cancer, received an award from Harry at that ceremony.
Mr Dyer said: "He was just asking how the family were and saying how sad it was.
“It’s only a couple of weeks ago that we were all together at the WellChild awards.”
In his speech, Prince Harry said: "There are few organisations which share WellChild’s hunger and determination to do better; my support and admiration for this important charity grows stronger with every inspirational young person, parent and carer that I am lucky enough to meet.
“I hope you are all very proud of the support you have given to WellChild, it really does change lives. But may I ask one more thing of you – when you leave here tonight, please continue to spread the word far and wide about this fantastic organisation.”
Meanwhile, Mr Dyer described Prince Harry’s support as “crucial” and said his backing cannot be underestimated in terms of profiling the charity.
He said Prince Harry also does work for the charity “out of the limelight”.
Amanda Pullinger, CEO of 100 WHF, said: "100 Women in Hedge Funds is proud to continue its support of the Charities Forum of The Duke and Duchess of Cambridge and Prince Harry with its gala this evening.
“This year’s beneficiary is WellChild, which does an incredible job in the service of children and families across the UK.
“I know that their work is close to the hearts of many of our members, who have been instrumental in our fundraising efforts throughout 2014.”
100WHF’s board of directors selects a charitable organisation for its philanthropic initiative on a rotating basis from women’s and family health, mentoring and education programmes.