Prince William joined Greg just outside Doncaster, and praised the host for his latest charity effort.
“What you’ve done is set an example about helping out. That’s the thing,” Prince William told Greg.
“It’s volunteering some of your time, putting yourself through a bit of pain at the same time, and supporting others.
“It’s something we do very well in this country, but we don’t really shout about it enough.”
He congratulated everyone working on the challenge for “an amazing team effort”.
Earlier this week, the prince sent a letter to Greg to wish him luck as he embarked on his challenge.
The two recently worked together on a special edition of Radio 1’s Life Hacks, where they discussed male mental health and male suicide.
William previously co-hosted an edition of BBC Newsbeat, which also focused on mental health, alongside the Princess of Wales.