British Ambassador to Spain, Simon Manley, expressed his optimism that the visit of King Felipe VI and Queen Letizia of Spain to Britain, which began on Wednesday, will help deepen two-way ties, according to the Spanish digital newspaper The Diplomat.
Speaking in Spanish the King, who is on a three-day state visit to Britain, told the banquet guests: "In Europe, together, our governments have championed policies to guarantee the progress and well-being of our societies".
During the traditional address, the King spoke in front of both MPs and Lords and was watched by his wife, Queen Letizia.
Following the tour, the Dean invited The King and Queen to sign the Distinguished Visitors' Book.
Gibraltar has slapped down the king of Spain for saying the "two governments" of his country and Britain will find a solution on the Rock's future that is "acceptable to all involved".
Government officials said it was an issue "on which we do not see eye to eye, our position is clear: the sovereignty of Gibraltar is not up for discussion".
Flags of Commonwealth nations were displayed at Horse Guards Parade.
King Felipe brought up the contentious issue - that has split opinion since the United Kingdom voted to leave the European Union - as he addressed MPs in the Housed of Parliament.
King Felipe said Brexit "saddens" Spain but that it "fully respects" the will of the British people.
Then Felipe will meet Theresa May at 10 Downing Street.
Felipe will go to a meeting at the UK-Spain Business Forum with the Queen's brother, Prince Andrew.
As a outcome to the visit beginning one day later than anticipated, Prime Minister Theresa May had to miss Prime Minister's Questions in the House of Commons to welcome the Spanish royals.
It was the second event that Harry, 32, has taken part in during the royal couple's State Visit, following a glamorous State Banquet in the ballroom of Buckingham Palace on Wednesday evening after being asked by his grandmother Queen Elizabeth to help senior members of the family entertain the royals.