Prince Harry did not go with the rest of his 662 Squadron, 3 Regiment Army Air Corps, to their headquarters in Wattisham in Suffolk.
St James's Palace said he left Brize Norton privately, but did not comment on where he was headed.
In this special edition of the Tonight programme, Julie Etchingham asks what roles and challenges lie ahead for the royal.
Prince Harry said killing the Taliban is a job "you would expect to do" as a soldier as he arrived back in the UK.
Prince Harry is about to step out of the anonymity of a uniform and back into the public glare, away from a life he loves.