He said that a certain image had been "given to him" but added that people would "have their own opinions".
"It's the media that likes to stamp on the image that really is not me," he added.
Asked if he would like further foreign engagements, he said: "Yes, if I am welcome. We will have to see."
During his visit in Harlem, Prince Harry tasted an African dish which had been made during a cooking demonstration in the centre's cafeteria.Both princes then made their way to the sports hall and took part in a race. Prince Harry claimed victory, as pupils cheered on loudly.
"The school itself is a fantastic project and both me and Seeiso are going to take it back to Lesotho and make it happen," Harry said.
Before taking to the polo field later in the day, the prince spoke of the affection his mother, Princess Diana, had for New York and how she inspired the setting up of the charity.
"Prince Seeiso and I both lost our mothers when we were young. We set up Sentebale in their memory and, because my mother loved this city, it makes this occasion all the more poignant for me."
On the first day of his visit, the prince laid a wreath at the site of the World Trade Center.
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