Harry recently stood down after serving 10 years in the military, with a source claiming the royal felt "forced into it' after stepping down from royal duties. Now things have gone from bad to worse for Harry and Meghan as US President Donald Trump has now refused to foot their US security bill as they make a fresh start in Los Angeles away from Canada.
Prince Harry was apologetic about giving up his post as Captain General of The Royal Marines.
Speaking to The Sun, a source said: "He told people he regretted having to stand down and pretty much said the decision had been forced on him.
"He was being apologetic and did not appear fully at ease.
"He is a genuine guy and you could see he was upset and emotional as this was one of the last times he would be in uniform among his men and women."
During his speech at the festival earlier this month, Harry said: "I am so proud to have served as the Royal Marines Captain and am devastated that I am having to step down.
"I feel I'm letting people down, but I had no choice."
During his ten years in the Army, he undertook two operational tours of Afghanistan and qualified as an Apache helicopter commander.
However, Prince Harry entered into negotiations with the royal family after announcing his withdrawal as a senior royal in January.
JUST IN: Coronavirus latest: Desperate NHS plea with factories for equipment
As a result of his decision to step down, Prince Harry gave up his military honours.
Buckingham Palace quickly made the announcement that the Prince was required to step back from his "official military appointments" following the negotiations.
Now a source has claimed the prince revealed his regret towards the decision during his last military engagement when he appeared at the Mountbatten Festival of Music at London's Royal Albert Hall.
Harry's military career ended in June 2015 but he has remained a passionate supporter of the Armed Forces and was handed a number of ceremonial military titles.
Prince Philip health: Doctors on standby at Windsor - Queen fears [UPDATE]
Meghan Markle and Harry 'desperately hoping' to visit Queen [INSIGHT]
Meghan Markle and Harry show solidarity with Queen over coronavirus [ANALYSIS]
The news comes after US president Donald Trump announced Harry and Meghan "must pay" their way if they're going to live in the states.
Writing on Twitter yesterday evening, Mr Trump said: "I am a great friend and admirer of the Queen & the United Kingdom.
"It was reported that Harry and Meghan, who left the Kingdom, would reside permanently in Canada.
"Now they have left Canada for the U.S. however, the U.S. will not pay for their security protection.
"They must pay!" he added.
The couple have previously said they had no plans to ask for publicly funded security in the US.
They have reportedly relocated to Meghan's home state of California amid the intensifying coronavirus outbreak.
In a statement released through a spokesperson on Sunday, the couple said: "The duke and duchess have no plans to ask the US government for security resources. Privately funded security arrangements have been made."
Last month, the Canadian government announced that it would stop providing security assistance to the family "in keeping with their change in status".
Now Mr Trump appears to have followed suit.
The announcement comes as the coronavirus continues to spread across the US, which has more confirmed cases than any other country.
There are currently 135,499 confirmed cases and 2,381 deaths.