Prince Harry marched in a bowler hat and dark grey City suit during a military parade in London on Sunday.
The 21-year-old royal and about 2,000 others took part in the Combined Cavalry Old Comrades Association parade in Hyde Park.
In the "City suit" tradition, officers wore black bowler hats and dark suits rather than their ceremonial uniforms.
They also carried closed umbrellas reflecting pre-World War I "proper order of dress".
Prince Harry also wore the navy blue and claret regimental tie of the Household Division as he marched with his regiment, the Household Cavalry's Blues and Royals, for Sunday's annual event, which is in its 82nd year.
It was the first time Harry had attended the event after leaving Sandhurst and becoming as an army officer last month.
The march was followed by a short memorial and wreath-laying ceremony held in honour of fallen comrades.
Others taking part included the 1st The Queen's Dragoon Guards, The Royal Scots Dragoon Guards, The Royal Dragoon Guards, The Queen's Royal Hussars, 9th/12th Royal Lancers, The King's Royal Hussars, The Light Dragoons and The Queen's Royal Lancers.
The Prince, who is at barracks in Windsor, begins training later this month at Bovington Camp, Dorset, to become a troop leader of an armoured reconnaissance unit.
Stuart Appleby from Portsmouth who served with the Blues Regiment said the parade was a chance to meet up with old friends.
"Your friends in the army are really different from your civilian friends.
"You have lived together, you have served together, you have gone through everything together."