The fun-loving pair were photographed with a group of friends at the 'World of Music Arts and Dance' annual event.
Both sheltered from the rain and managed to go fairly incognito by wearing hats – Harry wore a trilby and former dance student Cressida, 24, wore a bright blue beanie hat.
Headline acts including Arrested Development and Ed Harcourt attracted the new uncle to the festival for what was thought to be his fifth consecutive visit.
After a weekend of fun and festivities, Prince Harry is back to royal duties this week with an official visit to Plymouth to open the Royal Navy's newly built centre of amphibious excellence.
The 28-year-old royal will take the parade salute and review the guard and parade of 1 Assault Squadron Royal Marines at the Devonport base.
The RAF Apache co-pilot will then attend a reception for the military personnel and their families before finishing the day with a photocall.
His busy schedule might mean he doesn't have much spare time to visit his newborn nephew Prince George, who was born a week ago.
Proud Uncle Harry managed to meet the third in line to the throne last week though.
When asked about the latest addition to the House of Windsor, Harry said he would "make sure he has a good upbringing, and keep him out of harm's way and to make sure he has fun".
"The rest I'll leave to the parents," he joked.
WOMAD wasn't Harry's first festival of the summer.
Cressida at Glastonbury
In June, Harry and Cressida partied at Glastonbury alongside a host of A-list celebrities including Kate Moss, Billie Piper and Sienna Miller.
They spent an afternoon watching legendary rock band The Rolling Stones perform from the Pyramid Stage.
Harry also went to WOMAD in Charlton Park with Cressida last year. The festival's chilled-out vibe no doubt suits the famously low-key pair down to the ground and, of course, fits in with Cressida's interests in art and dance.
"She prefers to go and see live music, to festivals and go to nights where she can really dance and not worry about high heels," a source said.
The society darling met Harry through her close friend Princess Eugenie. Cressida studied at Stowe School followed by Leeds University, coincidentally where Prince Harry's ex-girlfriend Chelsy Davy studied.
The blonde beauty has also modelled for Burberry and worked as a ski instructor in the past. She finished her dance studies at the prestigious Trinity Laban Conservatoire at the beginning of the summer.