Sky News spent an hour at the show and watched tourists sitting on elephants trunks and riding on them. The animals, some wearing giant spectacles, sat down and balanced on tiny stools. Others kicked around footballs.
The show lasts an hour, happens twice a day and is watched by hundreds of Chinese tourists.
Sky News asked the Prince if he was aware the elephant entertainment was taking place down the road. He turned around but, quite deliberately, did not respond.
Some 250 elephants live in Wild Elephant Valley near a town called Xishuangbanna. They represent the only 'wild' Asian elephants in China. However from what Sky News witnessed, most of them cannot be classed as living in the wild. They are trained to perform and kept in chains.
Prince William, who is the patron of the Tusk Trust , wanted to use his last day here to learn more about what steps China is taking to stop illegal trade in wildlife. Thus far, China has had little regard ( aside from pandas ) for animal conservation. China has agreed however to try to shut down the black market ivory trade for the next year.
Speaking to journalists at the sanctuary about the global illegal wildlife trade, the Duke said: "It is appalling that elephants and many other species may be extinct in the wild in our lifetimes, and we seem to be hurtling towards that tragic outcome.
"The extinction of animals such as elephants, rhinos and pangolins would be an immeasurable loss to the whole of humanity." These species are expected to become extinct, in their natural habitat, within the next 20 years.
Conservation groups agree that China is the main protagonist in the trade, with tons of ivory smuggled into the country from Africa every year.
Conservationists that Sky News spoke to expressed surprise that palace officials would allow William to be seen to endorse a centre at which elephants perform. It may be that the prince, himself, was not briefed sufficiently about what went on at the "Wild Elephant Valley".
Fleur Dawes from Animal Defenders International said: "’Using animals for entertainment in any sphere is completely wrong and fosters disrespect for the animals.
"What we want is to protect these animals in their wild and natural environment. Reducing them to caricatures simply undermines that message.
"So we would urge Prince William and all of the royal family to really bear that in mind. You simply cannot recreate the kind of natural environment in a park where animals are forced to perform."
A three-year study by the World Animal Protection in 2014 into the welfare of captive elephants in Asia concluded that the entertainment venues where elephants are forced into unnatural performances often causes them pain and suffering.
Her majesty says, "mind your own business. I'll decide where Willy visits".
Only kidding folks..I just wanted to use my 'pissed off Queenie' gif'