Looking tanned and pretty in a casual outfit, the former royal sweetheart laughed with friends including Princess Eugenie, who introduced her to Harry two years ago.
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Cressida, a budding actress, knows more than anyone how close the project is to his heart. They kept in touch during his 2012 tour of Afghanistan and the blonde was by Harry's side when he began planning the Games after he left his job as an Army Air Corps helicopter pilot.
In fact, the 25-year-old was so eager to attend that she flew straight back from a family wedding in Italy on Saturday. She was a guest at the wedding of Gabriella Anstruther-Gough-Calthorpe and Alan Pownall in Tellaro, Liguria.
Gabriella is the half-sister of Cressida's half siblings, Jacobi and Isabella Anstruther-Gough-Calthorpe. Isabella is married to Sam Branson and recently announced her pregnancy.
Sunday's closing ceremony at London's Queen Elizabeth Olympic Park went off in spectacular style. Proceedings started with a heartfelt letter of congratulations to the athletes from the Queen, read out by her grandson.
There were also performances by Ellie Goulding, James Blunt, himself a former soldier and the Military Wives Choir.
Harry said beforehand that he planned to celebrate his 30th birthday on 15 September by having a beer with the British Invictus team captain David Henson, who turns 30 on the same day.
It's hoped the Games, based on the Warrior Games in America, will go from strength to strength. This year featured 400 competitors from the USA, Afghanistan, New Zealand and nations across Europe.
Meanwhile, the Prince has revealed that America was showing interest in hosting the games for 2016, and Canada for 2017.
He said: "The question is, 'What do we do next year?'"
"I personally would love to keep it in the UK. So many good things happen in London where the rest of the country has to watch on TV or travel long distance.
"If we can take this up north then it would be great. If we can keep it in the UK next year and then go abroad, I think we'll have done a really good job."
He went on to cite Manchester, Sheffield and Glasgow as possible locations for future Invictus Games events.