The British Ministry of Defense released a photo of Prince Harry as he got off the plane at the Naval Air Facility.
Harry, or Capt. Wales as he is known in the military, will fly Apache helicopters in the desert near the Mexican border.
He is among 20 students in the British army taking part in the training in El Centro and in Gila Bend, Ariz. In Gila Bend, Harry will participate in live fire exercises.
The training exercises are in hot, dusty conditions that are similar to the terrain in Afghanistan.
This will be Harry's final training exercise of his Apache helicopter conversion. When he finishes his training, he will be a fully trained Apache pilot.