The US-based couple watched a charity exhibition match at Lagos Polo Club on Sunday.
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Harry and Meghan then presented prizes to young participants.
They also took part in a basketball event with the Giants of Africa Foundation, helping youth through engagement in the sport.
Harry was on a three-day tour of the African nation to promote his Invictus Games for wounded veterans.
He arrived with his wife in the capital Abuja on Friday, when they attended a school event highlighting mental health.
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The prince also met wounded Nigerian soldiers in the north-west of the country.
Meanwhile, ex-MP Rory Stewart’s Politics On The Edge pipped memoirs by the Duke of Sussex and Britney Spears to win the British Book Awards non-fiction category.
Former MP Stewart won the non fiction: narrative book of the year prize for his tell-all insider account of UK Parliament, defeating Prince Harry’s Spare and Spears’s The Woman In Me.
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