The prince arrived without his wife Meghan, who stayed in the US, and he left immediately afterwards for a return flight from Heathrow.
The BBC understands he was not invited to appear on the balcony at Buckingham Palace following the ceremony.
It is the first time he has been seen publicly with his family since his controversial memoir Spare came out.
Prince Harry, who had arrived from the US on Friday, got into a car alone shortly after the service had finished.
Ninety minutes later, on the Buckingham Palace balcony, the King and Queen were joined by other working members of the Royal Family, including the Prince and Princess of Wales, and their children.
Prince Harry's wife, the Duchess of Sussex, remained in Los Angeles with their children, where their son Prince Archie is celebrating his fourth birthday.
A source earlier told the US outlet Page Six that Prince Harry intended to make "every effort to get back in time for Archie's birthday".
Prince Harry wore a morning suit and medals at the ceremony and he sat with his cousin Princess Eugenie and her husband Jack Brooksbank in the third row, along with his uncle the Duke of York, Prince Andrew.
Two rows ahead in the front were the Prince and Princess of Wales and their children Princess Charlotte and Prince Louis, as well as the Duke and Duchess of Edinburgh.
For the late Queen Elizabeth's funeral last year, Prince Harry was in the second row - directly behind the King - at the abbey.
It was already known that Prince Harry would attend the ceremony alone and have no formal role as he is not a working member of the Royal Family.
This was also the case for Prince Andrew.
Relations between Prince Harry and other members of the family have been strained since his memoir was published.
The book vividly revealed fall-outs and disagreements with relatives, and he has since spoken of feeling "different" from the rest of his family.
The decision for Meghan to reject the invitation was widely seen as part of these continuing, unresolved family tensions.
And last month it was revealed that the King tried to stop Prince Harry taking legal action against newspapers over alleged phone-hacking.
In a witness statement revealed by court papers, Prince Harry said he was "summoned to Buckingham Palace" and told to drop the cases because of the effect on the family.