The Prince, who had celebrated his 29th birthday just the day before, joked that it was a cold night's sleep and said that the worst part was "Going in."
The courageous royal endured temperatures of -35C and wind speeds of 45mph over the course of 20 hours in the Warwickshire cold chamber.
In the tough training, the new uncle worked alongside a team of four injured British soldiers, known as Team Glenfiddich, wearing the clothing they will wear on the 200-mile expedition.
Prince Harry and the team learned how to avoid frostnip and frostbite in Antarctica's extreme climate.
They will race against the United States, lead by True Blood star Alexander Skarsgard, and the Commonwealth team, lead by The Wire's Dominic West, in November.
When the Prince left the freezing cold test chamber, a cup of tea and biscuits were waiting.
Visibly grateful for some warmth, he blew into his hands and rubbed them together as he chatted with his team-mates.
Prince Harry and Team Glenfiddich will fly to Cape Town, South Africa, on 16 November before flying to Novo, Antarctica, where they will spend a few days checking kit and acclimatising before being flown to begin the race.
The charity trek is expected to last around 15 days, with the teams covering about 10 miles each day.
It won't be the first time Prince Harry takes part in a Walking With The Wounded trek. He went to the North Pole in 2011 for five days and is patron of the Antarctica expedition.