Technically, The Little Prince is set in a real place: the Sahara Desert, on our planet earth. But, in the Sahara, the narrator meets a prince who isn’t from our reality. He’s just visiting. The prince has his own, totally separate reality, in which he lives on a small asteroid that has three volcanoes and a rose. The prince can move across planets and visits several before coming to the earth. He can fly without a plane. He can talk to animals and flowers. In fact, he can talk to anyone he meets. It doesn’t matter what language his new acquaintances speak; the prince can communicate with anyone. Stuff like oxygen, space travel, and translation don’t seem to come up as potential problems. Unfortunately, that’s not our reality – but how cool would it be if it were?
We can’t say for certain that the prince’s planet is real because the narrator never visits it.
Because the narrator provides so much evidence describing the prince’s journey (including illustrations), we can be sure that those planets are as real to him as his own planet is.