Prince Harry's Invictus Games opened amid an announcement of new life in what has become a fitting symbol of a competition which has helped hundreds of injured and sick servicemen and women find purpose in their lives.

Just hours after arriving in Sydney ahead of the games opening the royal couple announced they were expecting a baby.

The Duke and Duchess of Sussex have now returned to Sydney to oversee the game's closing ceremony after more than 500 athletes from 18 countries proved camaraderie was more important than winning.

John Bale, from veterans group Soldier On, said he might be biased but he thought Sydney's games were the "best by far."

"It's not about the winning, it's about the camaraderie and achieving that goal, but it's also about the families," he told AAP on Saturday.

Mr Bale and his wife founded Soldier On after his friend Michael Fussell was killed by an improvised explosive device (IED) while fighting in Afghanistan, becoming the first Australian officer to die in combat since the end of the Vietnam War.

"I've got two sons and a daughter now and losing one of them – I just couldn't imagine it," Mr Bale said.

The games have been overflowing with stories of courage, loss and survival but none captured the public's attention like that of former Royal Marine Mark Ormrod, of team UK.

The triple amputee has become a fan favourite during the games – particularly after he claimed gold in the 50-metre breaststroke just 45 minutes after learning the swimming style.

Spectators were also confronted with the mental toll of service when US wheelchair tennis player Paul Guest was unable to serve after his PTSD was triggered by a helicopter flying overhead.

His playing partner, Dutchman Edwin Vermetten, immediately ran to his side to comfort him, the pair singing "Let it Go" from Disney film Frozen until Mr Guest was able to continue.

Invictus ambassador Ian Thorpe told AAP the games had been more like a school carnival than a sporting competition.

"Sport can play such a pivotal role in changing someone's life, you feel a sense of purpose and it can be a step back into recovery and society," he said.

Watching the athletes struggle but overcome will inspire thousands of people.

"It's sport at its purest," he said.

Australian Associated Press