Prince Harry appeared to be in good spirits as he made a surprise appearance on US TV host Jimmy Fallon's late-night talk show just days before his return to the UK.

The Duke of Sussex, 40, did not take part in a typical interview with host Fallon, instead opting to become the first surprise guest to test a Halloween experience called Jimmy Fallon's Tonightmares at the Rockefeller Centre in the Big Apple.

Harry, dressed in a khaki shirt and dark jeans, appeared to "scare" Fallon, who asked him if he was usually scared, to which the prince replied: "Not normally but tonight might be different.

The segment broadcast on US network NBC saw swear words bleeped out as Harry, who had a camera strapped to his chest, appeared jumpy while wandering through the maze.

In a comical moment, the Duke compared a haunted figure to Canadian singer Michael Buble.

Harry said: "Is that Michael Buble? Good job buddy."

At the end of the experience, Harry pretended to throw a punch after being frightened by an actor while posing for a picture with Fallon.

"Brace yourself for 10 spine-chilling rooms that bring Jimmy's worst nightmares to life with sinister characters and scares around every corner," The Tonight Show's YouTube page said.

The Duke's latest appearance comes after a series of high-profile engagements in New York without the Duchess of Sussex during UN General Assembly High-Level Week and Climate Week.

Harry appeared at the Clinton Global Initiative in New York on Tuesday, where he delivered a passionate speech calling for action to tackle the "pervasive threat" the online world poses for children.

"Our kids can't wait," he warned, while suggesting the harmful effects of social media meant people were being used for a "human experiment" rather than enjoying a "human experience".

The Duke's Archewell Foundation has already launched the Parents Network as a support network for parents of children affected by online harm.

Harry is set to briefly return to the UK to attend the WellChild annual awards next Monday.