The team have been staying in the same hotel in the Azeri capital as Prince Andrew, who has been in Azerbaijan attending an oil convention.
He found time to meet members of the squad and coach John Toshack, ahead of Saturday's match.
A delegation of Toshack, senior vice-president Phil Pritchard and Swansea youngster Joe Allen had a half-hour meeting with the Duke of York before his flight back to Heathrow.
"We had been here a couple of days and did not realise the Prince was staying in the hotel," said Pritchard.
"And the meeting was at his instigation. He was leaving to return home this morning, but we were invited to send a delegation to meet him.
"He was extremely pleasant and it was a great honour for us all. And he has been very well briefed too.
"He knew all about the many injury problems that the squad have had to overcome, and was very aware of our recent results and how the World Cup campaign has been going."