The 29-year-old royal, who split from his 25-year-old girlfriend two weeks ago, was annoyed by rumours and is said to be the one who is less upset about the break-up, while Cressida has been left ''devastated'' after they called time of their two-year relationship.
A source told Now Magazine: ''Harry had grown really tired of the constant speculation about whether they were getting engaged and had simply had enough.
''Cressida knows the split is for the best, but that doesn't mean she's not devastated - she did all the crying when they broke up. No one's seen Harry shed a tear yet.''
After the split Harry flew to America with his brother, Prince William, to attend the wedding of their friend Guy Pelly in Memphis, Tennessee, and was later photographed at a charity event in London with friend and singer Joss Stone.
The source added: ''Now Harry just wants to focus on his military career and royal duties. He heads out to Estonia and Italy on May 16 to meet a range of servicemen, from World War Two veterans to serving military personnel.''