Coldplay frontman Chris Martin, Katy Perry, Canadian singer Nelly Furtado and Quebec alt-pop star Roxane Bruneau performed at BC Place in Vancouver as the seventh edition of the games began on Saturday.
Martin delivered a moving rendition of the Invictus Games anthem, which he created in 2014 using the lyrics of the Invictus poem by William Ernest Henley, while accompanied by the Universal Gospel Choir.
He then picked up his guitar to play and sing Coldplay's hit Higher Power alongside four backing singers.
Between the songs he thanked Harry for inviting him to perform.
"When he called me he said, 'I've called every other musician in the world, they all said they're not available so I have to call you'. And I said 'Your royal holiness, I'm honoured.'
"But thank you Harry for being such an inspiring leader and kind and sweet man, and I hope you have the most wonderful games of all. And it's a pleasure to be here."
He finished his set by playing the band's 2008 classic Viva La Vida while the backing singers provided harmonies before he was joined again by the choir.
Perry kicked off her performance with a rendition of her motivational hit Roar after Harry delivered his speech to the arena.
More than 500 competitors from 23 nations will take part in the games, which go on until February 16.
Harry, a former British Army captain, launched the Invictus Games in 2014 as an international sports tournament for injured service personnel and veterans.
The games aim to "inspire recovery, support rehabilitation and generate a wider understanding and respect for those who have served their country", the Royal British Legion said.
The Invictus Games were held in London in 2014, in Orlando in 2016, Toronto in 2017, Sydney in 2018, The Hague in 2022 and Dusseldorf in 2023.