Army captain Harry, 29, attended ceremonies with veterans for Polish and New Zealand war dead in the Battle of Monte Cassino and will honour Britain's fallen soldiers on Monday.
At the New Zealand event, Harry performed his first Maori "hongi" greeting in which noses and foreheads are pressed together and a group of Maori warriors led the procession.
Wearing his dress uniform with a white jacket, the prince laid a wreath at the Polish War Cemetery near the Abbey of Monte Cassino in a ceremony with Polish Prime Minister Donald Tusk.
"It was a fight for our freedom and all the successive generations throughout the world," Tusk said.
"We were able to prove to the whole world there is no hill that cannot be attained," he said.
The battle in and around the town of Cassino, some 140 kilometres (90 miles) southeast of Rome, eventually led to the liberation of the Italian capital.
The "battle" actually consisted of four major assaults by Allied troops on German lines over a period of four months starting in February 1944.
During the fighting, the hilltop mediaeval monastery overlooking Cassino was destroyed by US bomber planes because the Allies believed that German troops were using it as a fortress.
The monastery has since been rebuilt brick by brick.
Allied troops finally managed to break through German lines in May 1944.
Some 55,000 troops were officially reported dead on the Allied side and 20,000 among German forces.
Later on Sunday, Harry travelled to Rome for the unveiling at the MAXXI contemporary art museum of a winning bid to construct Britain's Expo pavilion for the Milan Expo, which will be based around the theme of nutrition.
The winning entry was a design by artist Wolfgang Buttress inspired by beehives.
A crowd of well-wishers gathered outside the Rome museum to cheer the prince, who has been in the headlines recently over his reported split last month with society beauty Cressida Bonas.
At the event, the fourth in line to the throne said the themes of the Expo - sustainability and development - were "close to my heart."
"I, like many of you here today, feel hugely responsible for the next generation," Harry said.