The fifth in line to the throne said he had wanted to "work out a role for myself" and decided to carry on to do good.
His confession follows recent comments when he said he doubted any of the royals "wants to be king or queen".
In an interview for the Mail on Sunday, Harry said the time he spent in the Army - when he was "just Harry" - was "the best escape I've ever had" and he once considered giving up his title.
"I felt I wanted out but then decided to stay in and work out a role for myself," he said.
The Prince, who in recent years has dedicated much of his time to charitable causes including helping wounded veterans and mental health, said he and his brother, the Duke of Cambridge, "don't want to be just a bunch of celebrities".
"We are incredibly passionate with our charities and they have been chosen because they are on the path shown to me by our mother," he said.
Harry caused a stir when he suggested to Newsweek magazine that no one in the Royal Family wants the throne.
"We are not doing this for ourselves but for the greater good of the people," he said.
"Is there any one of the Royal Family who wants to be king or queen? I don't think so, but we will carry out our duties at the right time."
Harry also spoke about walking behind his mother's coffin as a 12-year-old and said no child "should be asked to do that under any circumstances".
In 1997, the youngster joined his father, the Prince of Wales, his grandfather, the Duke of Edinburgh, 15-year-old brother William and uncle Earl Spencer in a funeral procession through the streets of London for Diana, Princess of Wales.
He said: "My mother had just died, and I had to walk a long way behind her coffin, surrounded by thousands of people watching me while millions more did on television.
"I don't think any child should be asked to do that, under any circumstances. I don't think it would happen today."