The Queen even got involved responding to the challenge thrown out by Michelle and Barak Obama.
The video was launched on Twitter on Friday after the Preisdent of the United States and the First Lady posted on the social media site.
Michelle said" Hey, Prince Harry! Do you remember when you told us to bring it at the Invictus Games?"
President Obama added: "Careful what you wish for."
Queen Elizabeth finishes the skit saying: "Oh, really. Puh-lease," tuanting the US pair.
Prince Harry has worked alongside Michelle Obama preparing for the Games.
He also responded to the teasing on social media: "Fighting talk there! You can dish it out, but can you take it?"
Earlier in April the Queen celebrated her 90th birthday and churches across the UK rang their bells and be lit beacons in honour of Queen Elizabeth II.
She is Britain's longest serving monarch and the only one ever to have lived to 90.
The Queen has often spoken about her Christian faith and the role Christianity has in shaping society.
Speaking in 1947 on her 21st birthday she broadcast a Christian message: "I declare before you all that my whole life whether it be long or short shall be devoted to your service and the service of our great imperial family to which we all belong.
"But I shall not have strength to carry out this resolution alone unless you join it with me, as I now invite you to do: I know that your support will be unfailingly given. God help me to make good my vow, and God bless all of you who are willing to share it."
She has also visited almost 120 countries during her reign, covering most of the surface of the world.