Henry was a son of Frederick William II of Prussia (1744-1797) by his second wife Frederika Louisa (1751-1805), daughter of Louis IX, Landgrave of Hesse-Darmstadt. Henry entered the army on 5 September 1795 as a fähnrich in the Life Company of the 1st Guards Battalion. He also served as an oberst during the 1806-07 campaign against Napoleon - at Auerstadt he was loaned a horse by Gerhard von Scharnhorst after Henry's horse was killed under him. In 1807 he was made commander of the "von Schöning" Infantry Regiment. In the 1813 campaign he was on the headquarters staff of the Russian general Peter Wittgenstein. On 31 May 1815 he was promoted to General of Infantry.