The Duke of Sussex and his wife, Duchess Meghan, welcomed their son into the world seven weeks ago and he made the admission about the long nights as he chatted to Bianca Rainbow-Jones and her 9-month-old daughter named Raphaella before they watched the New York Yankees take on the Boston Red Sox in London.
Bianca - who was there supporting her husband Nathan Jones - said: "We talked babies! They said, 'We've just left [the screaming] - we had that about an hour before we came here!' Harry said they had a sleepless night."
Meanwhile, Prince Harry's friend Nacho Figueras previously revealed the royal is "really happy" with fatherhood and is enjoying being a dad to his little one.
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He said: "He seems to be really, really happy so I'm very happy and excited for him. I've been saying this for a long time, he's a person that loves children.