Prince Harry Reveals His ‘Challenging’ Conversation with Archie and Lilibet: I’m ‘Opening Pandora’s Box’ (Exclusive)

Prince Harry is embracing the difficult conversations he’s having with his children, Prince Archie and Princess Lilibet, about the circumstances that led veterans to the Invictus Games.

Speaking exclusively to PEOPLE on Feb. 9 at the Invictus Games Vancouver Whistler 2025, the Duke of Sussex shares that his young children are eager to learn about the international adaptive sports tournament he founded in 2014 to support wounded, injured, and sick service members and veterans.

“They are fascinated,” Prince Harry, 40, tells PEOPLE about the Invictus stories he shares with Archie, 5, and Lilibet, 3, whom he shares with wife Meghan Markle. “It’s a very interesting conversation to have with your kids — to explain why that person is missing a leg, why that person is missing an arm, why do they look the way they do. It’s challenging but important.”

“Our kids are still so young, but Archie, especially, is asking those questions,” Harry, a former captain in the British Army, says of his son. “As any parent knows, once you open that door and those questions are asked, or that conversation starts, more and more doors start opening.”

“And then he starts asking, ‘How did they get injured? What’s a mine? What’s all this?’ It becomes opening Pandora’s box, to some extent, especially with kids this age, because they have no filter, and they’re just so curious and so inquisitive!” the Duke of Sussex says. “They want to know more, more, more.”

Harry explains that it’s all about taking on those topics in an age-appropriate way.

“I’m constantly trying to make sure that I get it right, in explaining what’s happened to [the competitors], and what we do at Invictus to try to make their lives better and give them a chance to redefine themselves. And the power of sport,” Harry says, expressing his hope that his children will also find joy in athletics.

“I’m hoping that my kids will take on every sport that they want as well, because I think it’s really important for all of us,” the Duke of Sussex says.

After the Games wrap, Prince Harry says that he looks forward to telling his children all about what the competition in Canada was like.

“I’m going to tell them all the stories,” he says. “After we came back from Düsseldorf [for the 2023 Invictus Games] a year and a half ago, I sat down and went through lots of photographs that I had. They were fascinated to see these guys, careering around the field in wheelchairs, playing basketball, wheelchair rugby, sitting volleyball, everything.”

As the Games’ Founding Patron, Harry is already looking ahead to Invictus’ next edition in Birmingham, England, in 2027, and what that continuity means.

“It’s amazing how after 10 years that we’re still doing this, that we still need to do this. We will continue Invictus for as long as it’s needed, and the need is increasing, rather than reducing. The fact that there will be a full cycle back in 2027 back to the U.K. is a place that I never thought we would be.”

“I wish that we could close this down because there wasn’t a need for it, but as long as there’s a need for it, but as long as there’s a need for it, we will keep it going,” the Duke says about the future of Invictus. “I know the U.K. is looking forward to having the Games back to where it started in a couple of years.”

For more on Prince Harry and the Invictus Games, pick up PEOPLE‘s latest issue, on newsstands Friday