The striker joined the Foxes on loan on Thursday and was straight into the starting line-up for the Championship encounter at Bloomfield Road.
Harry was denied what would have been an fantastic debut goal when Matthew Gilks tipped away his volley from 22 yards.
He was then brought down in the box in the second half only for Chris Wood to miss from the penalty spot and then set-up a golden chance for Lloyd Dyer, whose effort was blocked as it ended 0-0.
Foxes manager Nigel Pearson said: "I think it was a good debut, he showed a lot of tactical awareness and his understanding of our system was very good. I’m delighted to have him on board."
Staying in the Championship, David Bentley played 90 minutes as Blackburn drew 0-0 against Leeds and Jon Obika made his debut for Charlton late off the bench in a 2-0 home defeat against Forest. Adam Smith was an unused substitute as Millwall beat Middlesbrough 2-1 at the Riverside.
In the Premier League, Andros Townsend looked lively in a 75-minute shift for QPR but could do little to prevent Manchester United from winning 2-0 at Loftus Road.
Simon Dawkins came on in the 82nd minute as Aston Villa suffered a late 2-1 defeat at Arsenal.
In League Two, Jordan Archer started again in goal for Wycombe as the Chairboys lost 2-1 at home to Southend.
Away from the UK, Yago Falque scored the first goal of his loan spell at Almeria as his side beat SD Ponferradina 4-0 in Spain's Segunda Division.
Heurelho Gomes started as Hoffenheim suffered a 2-1 loss against FC Augsburg in the Bundesliga.
In Greece, Bongani Khumalo came off the bench in the 72nd minute as PAOK beat Kekyra 3-1 to stay third in the Greek Super League while in Italy, Souleymane Coulibaly came on in the 78th minute as Grosseto lost 2-1 against Juve Stabia.