Prince Harry on Nude Vegas Pics -- 'I Probably Let Myself Down'

It took 5 months, but Prince Harry is finally talking about his infamous game of strip billiards during his Las Vegas party weekend ... telling the media, "I probably let myself down."

Harry spoke with U.K. reporters after completing a 5-month military stint in Afghanistan -- and that's when someone asked about the pics ... first published on TMZ.com.

"I probably let myself down," Harry said ... adding, "I let my family down, I let other people down."

He continued ... "At the end of the day, I was in a private area and there should be a certain amount of privacy ... The way I was treated ... I don't think is acceptable."

"Back home all my close friends rallied round me and were great."

Harry said he considers the incident a "classic example of me probably being too much army and not enough prince".

We broke the story ... Harry had invited a bunch of random women he met at a hotel bar up to his VIP suite for a party back in August ... and during the shindig he stripped down to his birthday suit after losing a game of strip billiards.