But it redacted large portions, saying it had a duty to protect his privacy and there was no evidence he received special treatment.
A conservative think tank, The Heritage Foundation, had filed a Freedom of Information Act request.
It argued the public had a right to know if the British royal disclosed the prior drug use that he detailed in his memoir, Spare, on his application.
More than 80 pages of court filings and transcripts were released on Tuesday with large sections covered in black.
Immigration officials said the Heritage Foundation had not established that the public interest outweighed the right to privacy for Harry, the Duke of Sussex.
"Plaintiffs allege that the records should be disclosed as public confidence in the government would suffer or to establish whether the Duke was granted preferential treatment," wrote Jarrod Panter, an official in the US Citizenship and Immigration Services, part of the Department of Homeland Security.
"This speculation by Plaintiffs does not point to any evidence of government misconduct."
In his 2023 memoir, Harry said he had used cocaine and cannabis.
Harry and his American wife Meghan dropped their royal duties in Britain and moved to the United States in 2020.
Representatives for Harry and the Heritage Foundation did not immediately respond to requests for comment.
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