Prince Harry has praised the competitors at the Invictus Games for their role in turning the mental health issue "from a sad story to an inspiring one".
He was speaking in Sydney at the closing ceremony of the games, founded to celebrate the sporting achievements of the injured service personnel.
"The secret to the success of these Games has been to accept that mental health is the real key to recovery."
Everyone could be inspired by the "Invictus example," said the duke.
Around 500 competitors from 18 nations participated in the games, which involved 11 adapted sports.
The Duke of Sussex said that the athletes who had participated had fought "some of the darkest experiences anyone has ever known."
"By being here and counterattacking (…) they have become models for everyone at home or in the stands that could be fighting mental illness."
"The most important thing is that it shows everyone that it's okay to ask for help."
Prince Harry made reference to his own struggles after the death of his mother, Princess Diana.
"I've been there, you've been there, and now we need to reach those who can never imagine themselves in that place."
The Duke and Duchess of Sussex attended the ceremony as part of their 16-day tour of Australia, New Zealand and the South Pacific.
It comes a year after the couple made their first official public appearance at the Invictus Games in Toronto, in 2017.
The royal couple applauded the athletes as they paraded through the stadium at Sydney Olympic Park to mark the end of the eight-day event.
Although he praised the courage, determination and "companionship" of the competitors, the Duke said that the success of the games was, ultimately, about "ordinary people doing extraordinary things."
"You do not have to be a veteran who has fought an injury to inspire you in the example of Invictus," he said.
He added that mental well-being was more important than physical fitness because "without it, we can not survive, much less thrive."
"When you accept a challenge it's real, you can have hope When you understand your vulnerability, you can be strong When you're brave enough to ask for help, you can be raised You can start to live, to do, to feel … not just survive
"And when you share your story, you can change the world.
"I can not think of a better way to continue serving your country," he said.
In a previous speech, the Duchess paid tribute to the "strength of spirit" of the athletes she had met in the games, such as Ryan Novak, a US military man. UU That he had been paralyzed from the waist down and told him he would never walk again.
With his mother's "unwavering support", Novak recovered enough to compete in sailing, swimming and athletics in the Sydney games.
"When Harry and I saw him at the finish line of the navigation, he literally jumped into our boat, by the way, with dexterity and ease, to give us both a hug," he said.
Meghan called the games, founded by Prince Harry in 2014, "an international platform of some of the best sports and sportsmanship you can witness, along with a camaraderie and a very close sense of community that can only be defined as the Invictus Spirit. "
The Duke, who served in the Army for 10 years, began the games in London four years ago, with the goal of helping injured service personnel and veterans with their physical and psychological rehabilitation.
He concluded his speech in Sydney on Saturday by thanking everyone involved in the creation of the 2018 event.
"I am very proud to call you my friends and my Invictus family, you are the Invictus generation and you are showing us that everything is possible."
"Thank you all for the incredible Sydney Games, we will see you in the Netherlands in 2020."