The couple - accompanied by several Scotland Yard protection officers - arrived at former soldier pal Mark Dyer's house in west London on Tuesday to toast his 42nd birthday.
They were heard laughing and joking as they listened to Bob Marley tracks.
Harry, 23, returned from Afghanistan where he'd been fighting since Christmas on Saturday after US websites leaked the story of his whereabouts.
But now he's enjoying being among friends and is said to be planning a romantic African holiday with Chelsy, 22, for the Easter holidays.
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