Prince Harry shocks as he screams and swears during surprise appearance on Jimmy Fallon

Prince Harry turned the air blue as he was filmed screaming while appearing in a haunted maze during a surprise appearance on a US chat show.

The Duke of Sussex shouted, "Jesus, f***," as he was scared by a zombie as he joined Jimmy Fallon on his late-night talk show during his solo visit to New York. Harry, 40, did not sit down with the host as normal for an interview but took part in a skit to test a Halloween experience called Jimmy Fallon's Tonightmares at the Rockefeller Centre in the Big Apple.

After walking through the haunted section towards the end of the spooky stroll, the royal was so shocked that he swore. In another funny moment, an actress playing a zombie fails to know who Harry is. After he walks her by, she is shown asking a colleague, "Who was that?"

At another point in the segment, Harry joked that one of the other actors looked like Canadian crooner Michael Bublé. "Is that Michael Buble? Good job, buddy," Harry said. At the end of the walk, Harry pretended to throw a punch after being frightened by an actor who popped up behind him.

"Step into a haunted maze experience like no other with Jimmy Fallon's Tonightmares! For a limited time, Rockefeller Center is home to ten spine-chilling rooms that bring Jimmy's nightmares to life," the maze's website reads.

"As you venture through each meticulously crafted area, prepare to encounter an array of sinister characters - run from a deranged and diabolical mad scientist, malfunctioning murder robots, a terrifying werewolf, and other nightmarish creatures. Each room is more horrifying than the last, with unnerving surprises lurking around every corner."

The Jimmy Fallon Show films in New York City, where Harry has been this past week as he participated in a series of engagements for his patronages and philanthropic initiatives, including Travalyst and Archewell Foundation's Parents Network.