The 30-year-old Prince, known as Captain Wales, has been embedded with the Australian army for a month as he prepares to leave the British forces.
He was out of the country when his niece Princess Charlotte was born on 2 May.
Prince Harry has spent the last month with units in Perth, Darwin and Sydney.
Prince Harry took part in a counter-terrorism exercise with 2 Commando Regiment, which is a special forces unit within the Australian army.
He also worked with the army's Special Operations Engineer Regiment on explosive ordinance disposal techniques.
In the images the prince is shown abseiling from a helicopter in an urban warfare drill in Sydney, as well as taking part in water operations in the city's famous harbour with Royal Australian Navy Clearance Divers.
"I consider myself incredibly fortunate to have worked with these guys," he told local media, referring to members of the ADF.
Part of the prince's secondment was spent with the North-West Mobile Force, the mostly indigenous unit which patrols northern Australia. He trained in bush survival skills including how to source food and water.
As well as combat training, Prince Harry also met injured Australian soldiers.
The prince visited one British soldier, Lt Alistair Spearing, who had travelled to Australia for a new procedure involving him being fitted with prosthetic legs.
Prince Harry said he had been in "talks and negotiations" with the surgeon behind the operation, Associate Professor Munjed Al Muderis, in the hope that he could carry out further treatments in the UK.
During a farewell walkabout close to Sydney Opera House on Thursday, Prince Harry was greeted with a marriage proposal by 21-year old Victoria McRae.
He told Ms McRae, who was wearing an Australian flag dress and a plastic gold crown, he would have to think about it.
The event was his last official engagement in the country.
The prince will next head to New Zealand for a week-long visit, before returning to the UK in mid-May when he is expected to meet Princess Charlotte.
During his four-week military attachment, the Prince travelled from Australia to Turkey to join his father, Prince Charles, for the Gallipoli commemorations.
Pictures have been released by the Australian Defence Force (ADF) showing Prince Harry during an exercise with its elite 2nd Commando Regiment.