The third in line to the throne arrived home yesterday as the Royal Family moved to prevent the publication of the embarrassing photographs in the British press.
St James's Palace confirmed that it had contacted the Press Complaints Commission (PCC) about the images, which were published on a US celebrity website and widely circulated online.
The two pictures, taken on a mobile phone in the suite by a fellow reveller, were sold for an estimated £10,000.
The 27-year-old prince is pictured wearing nothing but a watch and a distinctive thin necklace as he embraces a naked young woman who is clutching a pool cue during a game of "strip billiards".
Royal aides admitted it was the Prince in the pictures and confirmed it had contacted the PCC over the matter.
The palace stated that publication of the images, believed to have been taken in a three – bedroom suite at the Wynn and Encore hotel complex which costs up to £5,000 a night, would be a breach of privacy.
Today their warning appeared to have worked, with no British newspapers publishing the images despite them being freely available on the internet.
Royal aides declined to say today where the Prince was except to say he did not have any public engagements.
They said it was unknown if he would be making any public comment.
They also declined to confirm if the Prince had viewed the pictures or if any members of the Royal Family had discussed the incident with him.
One told The Daily Telegraph: "I am sure he has seen them."
Palace aides have been keen to play down the Las Vegas incident, insisting the Prince was simply "letting off steam".
It is understood that his protection officers were present in the hotel suite during Friday night's party.
The incident has fuelled debate about whether or not they should be expected to intervene in instances where his life is not at risk, but his behaviour is deemed to be inappropriate.
Prince Harry flew into Heathrow late yesterday amid a huge firestorm over the photographs, which had first emerged on American celebrity gossip website TMZ before going viral.
Standing outside his hotel in Las Vegas hours before flying out of America, he was seen nervously looking at his mobile phone about an hour after they were published by TMZ, one of the most read showbusiness websites in the world.
Wearing a blue shirt, a cream-coloured panama hat and sunglasses, the Prince declined to comment to reporters outside his hotel in Las Vegas.
Despite the picture blackout in Britain, scores of media websites across the globe have published the two blurred images, taken during an extended weekend break.
Despite the images being widely available on the internet, UK media organisations have not run the images following an appeal from the royal's representatives to respect his privacy.
One non-mainstream British website to publish was the Guido Fawkes political blog.
While his antics are the subject of many of today's front pages, all newspapers complied with the request, with the Sun splashing the story by creating a mock-up with lookalikes posing as Harry and the woman.
Some media observers suggested the decision to run the images was a sign that the Leveson Inquiry has resulted in ''neutered newspapers''.
Neil Wallis, the former News of the World executive editor who has been arrested for alleged phone hacking, said he would have published the photos before the inquiry into media ethics began.
He said: ''The situation is fun, it's a good, classic newspaper situation.
"The problem is, in this post-Leveson era where newspapers are simply terrified of their own shadow, they daren't do things that most of the country, if they saw it in the newspaper, would think 'that's a bit of a laugh'.''
Former Sun editor Kelvin MacKenzie said it was a ''fantastic'' story.
He said: ''It doesn't affect Prince Harry at all, because in a way he is a 28-year-old Army officer, he is single and he is cavorting with ladies who wish to be cavorted with.
''So where are the issues? There are no issues except one: Leveson.''
Although deeply embarrassing for the royal, who is due to embark on the next phase of his military career, there are unlikely to be any serious consequences for the prince.
The Prince is expected to receive a dressing down from the military when he returns to his Army base in Wattisham in Suffolk within the coming days.
Bernard Hogan – Howe, the Commissioner of the Metropolitan Police, said: "Royal protection officers are there to protect him for security reasons. They are not there to regulate his life."
Military codes of conduct warn officers that they must maintain high standards of professionalism "both on and off operations". The photographs of Prince Harry naked were taken on Friday, shortly after he arrived in Las Vegas.
His partying continued over the weekend when he was filmed taking part in a 3am swimming race with Ryan Lochte, the double – gold winning Olympic swimmer.
The following day, the Prince was pictured at a pool party surrounded by bikiniclad women and drinking shots of vodka.
The TMZ website said that the "raucous party" took place after the Prince's group met some girls in the hotel bar.
The Prince's escapades took place as his grandfather, the Duke of Edinburgh, was treated in hospital for the third time in eight months after suffering a recurrence of the bladder infection that plagued him during the Queen's Diamond Jubilee celebrations.
The 91 year – old's frail health is expected to put further pressure on the Royal family's younger generation, who will be required to carry out an increasing amount of official duties on behalf of the Queen.
The Duke was discharged from Aberdeen Royal Infirmary on Monday, telling staff he was off to enjoy the rest of his holiday. He spent five nights at the hospital before being driven back to Balmoral to resume his traditional summer break with the Queen.
The pictures are the latest gaffe by the prince, whose past indiscretions include smoking cannabis as a teenager and scuffling outside a nightclub with a photographer.
A St James's Palace spokesman declined to comment. A number of the prince's charities have also refused to comment about the pictures, as did the Ministry of Defence.