Dean Stott, a former member of the UK Special Forces, met Harry on army training in 2007.
A new Sky documentary, Harry and Meghan: A Love Story, meets up with Mr Stott in Chile as he tries to complete a gruelling 14,000-mile cycle ride across North and South America along the Pan American Highway.
He is doing it to raise money for the Heads Together campaign launched by the Duke and Duchess of Cambridge and Prince Harry to get people talking about mental health.
He said: “What I’m trying to promote on this challenge is also that physical activity can help your mental state so I think more people talk about it, more people are aware about it.
“If someone like Harry can talk about it then anyone can.
“Mental health doesn’t discriminate, it can affect anyone regardless of who you are.”
The programme looks at Prince Harry’s time in the army, especially his two military tours in Afghanistan, a time when he earned the respect of his fellow soldiers and gained some close friends.
Mr Stott said: “He fitted in really well and that’s what I was really surprised about, how grounded he is and how relatable he is.
“Straight away he never saw himself as an outsider, he saw himself as part of that team and I think that’s how he’s had such a great career in the military.”
General Lord Richard Dannatt, who was chief of the general staff at the time, also features in the programme and recalls meetings he had with Captain Henry Wales.
Talking about how army life helped to get the young prince back on the right track, he said: “He’s a delightful young man.
“I mean, we all know about Prince Harry when he was younger… falling out of nightclubs and that kind of stuff, but he was a young man.
“He undoubtedly had a difficult and complex childhood.”
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The documentary Harry and Meghan: A Love Story will air on Sky One at 9pm on Wednesday 9 May and on Sky News at 9pm on Friday 11 May – or watch it now on Sky News on Catch Up.
:: Sky News will broadcast live in Windsor the week before the royal wedding with all the build up to the big day, with exclusive live coverage of the wedding in UHD in a special programme from 9am to 3pm on Sky News and Sky One on Saturday 19 May.