Harry, who was in Britain when London's High Court gave its ruling, has brought several legal cases against the British press and has long railed against their alleged abuse of power.
The prince, 41, who has long blamed the press for the 1997 Paris car crash that killed his mother, Princess Diana, saw bringing the lawsuit against the Daily Mail publisher as his "public duty".
He held back tears in the witness box in January as he said the Daily Mail had made his wife Meghan's life "an absolute misery".
He had previously won against the publisher of the Daily Mirror tabloid and settled a claim with Rupert Murdoch's British newspaper arm, but Tuesday's ruling is a significant defeat in his battles with the media.
He and the other claimants, including Elton John, alleged dozens of stories about them published by Associated Newspapers in the Daily Mail and the Mail on Sunday from the 1990s to 2011 were based on information which had been obtained unlawfully.
Associated, however, said the allegations were smears and the claims against it were dismissed in their entirety on Tuesday, in what the publisher called "an overwhelming victory for the Daily Mail and its journalists".
Judge Matthew Nicklin said in a summary of his ruling that the claimants had needed to prove that information published about them had been obtained unlawfully, but suspicion was not enough.
"The court rejected the argument that, simply because information was private, and because Associated could not positively explain how it had been sourced, the relevant article must have been unlawfully sourced," the summary said.
