The 31-year-old striker captained England in this summer's tournament and was devastated to lose 2-1 to Spain, and he knows the defeat will be on his mind for a long time to come.
He told World Soccer magazine: "When you lose a final like that, it can take years to stop thinking about it, but at a certain point you start thinking about the new season and how we can get better from a club point of view.
"I'm always motivated to be better and improve."
Harry always "looks forward" to playing for England and while he noted it will be "strange" without Gareth Southgate at the helm, he's excited to see what acting coach Lee Carsley brings to the side.
He said: "I'm always looking forward to playing for England.
"It's something that I'm extremely proud to do and that will never fade.
"Of course, we've just had another successful tournament but didn't get over the line so it's down to us to try to change that as a national team.
"It'll be strange without Gareth Southgate thee in the camp, he was a huge part of our success, so I'm sure that will take a bit of getting used to but Lee Carsley has a great understanding of what this England team can do from his work with the under 21s.
"I'm sure he'll bring his own energy to the senior team so I'm looking forward to that."