Prince Harry has praised the dedication of those taking part in the Invictus Games for injured service personnel.
Speaking at the opening ceremony, he said those taking part had turned the games into a "symbol of... honour and optimism for a new generation".
He also told the crowd outside Sydney Opera House that he and Meghan were happy to share the "personal joy" of her pregnancy while in Australia.
The Duke and Duchess of Sussex are on a 16-day tour of Australasia.
Closing the ceremony, which was delayed for an hour by thunderstorms, Prince Harry said: "Be inspired. Get excited. Allow the example of service and determination you will see, to change something big or small in your own lives."
The duke said: "I have been so proud to be able to introduce my wife to you and we have been so happy to be able to celebrate the personal joy of our newest addition with you all."
It comes a year after the couple made their first official public appearance at the event when it was held in Toronto.
The Invictus Games were started by Prince Harry in 2014.
The Invictus Games will see athletes from 18 countries compete in 11 sports over eight days.
The duke, who served in the Army for 10 years, founded the Invictus Games in 2014 with the aim of helping wounded service personnel and veterans with their physical and psychological rehabilitation.
That year the games were held in London, before heading to Florida in 2016 and Toronto last year.
Twelve months on from their first official appearance together, the Duke and Duchess of Sussex have since married and announced they are expecting a child in spring.
By Jonny Dymond, BBC royal correspondent
This was not the barnstorming speech that Harry delivered in Toronto last year. This was something different.
This was a speech for the head as well as the heart.
This was redefining the Invictus Games and those who participated as a new generation - what the duke called the Invictus generation.
Their dedication, said the duke, had been for too long overlooked.
He spoke of the topic closest to his heart - what he called "hidden emotional and mental wounds".
And he told the audience that the Invictus generation were not to be pitied, but to be respected and admired, "an antidote to the narrative of division and despair we too often allow to define our era".
No longer wounded warriors, but exemplars of the highest ideals of sacrifice, courage and achievement - the duke's Invictus generation.
Earlier, they paid their respects to Australia and New Zealand's war heroes.
They were joined by the Australian Prime Minister Scott Morrison for the opening of a memorial which commemorates those who fell in World War One, as well as conflicts including Korea, Afghanistan and Iraq.
Harry and Meghan then took in the first event of the Invictus Games - the Jaguar Land Rover Driving Challenge at the city's Cockatoo Island.
The duke presented medals to the winning teams, as well as testing his driving skills on the children's remote control car course.