The British royal was speaking in a video as part of a campaign for World AIDS Day.
The "feel no shame" films are run by his Sentebale charity to encourage people with HIV to seek medical support and education about their condition, and prevent the virus from spreading.
"On today, World Aids Day, my secret is, believe it or not, I get incredibly nervous before public speaking, no matter how big the crowd or the audience,” he said.
"And despite the fact that I laugh and joke all the time, I get incredibly nervous, if not anxious actually, before going into rooms full of people when I'm wearing a suit. And now that I've confessed that I'll probably be even more worried that people are looking at me. But thank you very much for everyone that has taken part and I must encourage as many people to get involved as possible."
Other well-known figures have taken part in the campaign including singer Nicole Scherzinger.
His work supporting AIDS sufferers sees him following in the footsteps of his mother Princess Diana.
Diana was patron of the British charity National AIDS Trust from 1991 until her death in 1997.
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