The Duke of Sussex is in the country on the fourth day of his family's tour of the continent.
Prince Harry has said Botswana was a "place to get away from it all" after his mum's death in 1997.
The Duke of Sussex made the comments on a visit to the African country on the fourth day of his family's tour of the continent.
He said: "Fifteen years I've been coming here, it's a sense of escapism, a real sense of purpose.
"I have some of my closest friends here and I came here in 1997 or 1998 straight after my mum died, so it was a nice place to get away from it all.
"But now I feel deeply connected to this place and to Africa."
Harry is visiting Botswana while Meghan and baby Archie remain in South Africa.
Their 10-day trip to the continent is their first royal tour as a family. Harry also talked about climate change on Thursday and said: "We're all in the middle of it.
"I don't think there's anyone who is not involved in conservation somehow, or shouldn't be involved in conservation somehow.
"This last week led by Greta - the world's children are striking.
"It's an emergency, it's a race against time which we are losing.
"Everyone knows that, there's no excuse for not knowing that, and I think the most troubling part of it is, that I don't believe there is anyone in this world that can deny science."
The country holds a special place in Harry and Meghan's hearts - they previously revealed they went on just two dates in London, before Harry asked Meghan to visit him there.
"I managed to persuade her to come and join me in Botswana," said Prince Harry during a televised interview after announcing their engagement in November 2017.
"And we camped out with each other under the stars... she came and joined me for five days out there, which was absolutely fantastic."
Meghan's engagement ring includes a centre diamond from Botswana, which is surrounded by two smaller diamonds from Princess Diana's collection.