It published a photo of him wearing a blue beanie and jeans with a backpack over his shoulders after slipping out a back staircase, escorted by security.
Sky News published footage of Harry descending the steps of an aircraft.
A waiting minivan on the tarmac took him to a connecting flight to Victoria, where he and his family spent the last two months.
The information could not be confirmed by journalists who had staked out the Vancouver and Victoria airports. A videographer, however, saw two vehicles leaving the Victoria area mansion where the couple had been staying for the past two months.
The Duchess of Sussex was earlier spotted with Archie taking dogs for a walk in the neighborhood.
She'd also made outings last week to Vancouver, visiting a women's shelter and a charity that supports girls.
According to local reports, the couple are looking to buy a beachside house in Vancouver, or possibly in Toronto, where Meghan spent several years while acting in the television series "Suits."
Earlier, Queen Elizabeth II's grandson, who remains sixth in line to the throne, attended the UK-Africa Investment Summit in London, seeming in good spirits as he met the presidents of Malawi and Mozambique, and the Moroccan prime minister.
He also had an informal 20-minute private meeting with British Prime Minister Boris Johnson, who hosted the event.
Harry skipped a summit dinner for visiting African leaders at Buckingham Palace in order not to overshadow his brother William's hosting of the event, the Daily Mail reported.
He and Meghan are bowing out entirely from representing the British monarchy, in a crisis that has shaken the centuries-old institution.
He said on Sunday night they did not want to quit their royal duties but reluctantly accepted there was "no other option" if they wanted to cut loose from public funding and seek their own income in pursuit of a more independent life.
_AFP