The former POTUS and White House second-in-command were in town to surprise the American wheelchair basketball team as they took on France at the games on Friday.
The 2-year-old was sitting next to prince at the Invictus Games for paralympic athletes in Toronto, when she apparently got hungry.
Emily is the daughter of the prince's friend and former Invictus competitor and Paralympian David Henson, reported The Telegraph.
Many believe that the official royal announcement will be made at the Invictus Games which will be held at Toronto, a place that is very near and dear to Harry's heart.
On Sunday, Harry played host to US First Lady Melania Trump and Canadian Prime Minister Justin Trudeau at the games. Introducing the 2016 games in Orlando, she praised the prince "for his outstanding leadership and for bringing the Invictus Games here to Orlando", before saying: "He is truly our Prince Charming".
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PHOTOS: Her Royal Thighness!
Pulling an extraordinary range of faces to make her laugh, he poked his tongue out and pretended to grimace as he pointed out the cameras ahead of them.
They were mobbed by a delighted crowd.
Prince Harry and Barack Obama took pics with one of the players as well and even shook hands with a young fan. A clip from the United Kingdom vs Denmark volleyball game that took place in Toronto at the Invictus Games went viral.
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