The 27-year-old prince was seen at the Wet Republic Ultra Pool at the MGM Grand, the Daily Express reported Monday.
Harry, who visited the city in November last year, was also seen topless, sipping cocktails and playing in a pool.
"It was great to see him acting like any normal guy. Harry and his friends had a blow-up whale, they were just fooling around," one guest said.
Another hotel guest said: "A few groups of women approached him throughout the day and he talked to them briefly, but he didn't really centre his attention on anyone. He definitely loved the attention, but he looked to be a gentleman with all the women."