Although he attended the hearing on Monday and Tuesday at the Royal Courts of Justice in London, he was absent on Wednesday and arrived only a few minutes before the hearing began on Thursday.
Some have suggested that the reason for his visit to the UK was not related to the privacy case, but rather that he was busy making deals with business leaders for potential projects in the country.
Others thought that he might be spending time with his royal relatives, such as Princess Eugenie and her husband Jack Brooksbank, who recently went on a trip to America.
In fact, Eugenie and Jack's visit to the US led to rumors that they were planning to relocate to America, following in the footsteps of Harry and Meghan.
Meanwhile, Harry, along with Sir Elton John, David Furnish, Baroness Lawrence, and Sadie Frost, is suing Associated Newspapers Limited (ANL) over the "unlawful" gathering of information. The group, which also includes Sir Simon Hughes and Liz Hurley, appeared in the courtroom as the hearing resumed on Thursday morning.