He was one of six siblings, and one of two sons to Major Gerhard L. Luhn and Catherine A. Oltmans. Gerhard had a distinguished career in the US army, serving for over forty years from 1852 to 1895. He fought in the "Mormon War" of 1858, against Sioux Native Americans in the 1870s, and most notably served under General George McClellan in the Battle of Bull Run, Battle of Gettysburg, and the Battle of Antietam during the American Civil War. He was also present at the surrender of General Lee after the Battle of Appomattox Courthouse. He served as first lieutenant throughout the duration of the war and retired as a captain in 1895, but was promoted to Major through a special act of Congress in 1904. Catherine Ann Von Oltmans was the daughter of a prominent Holland family, and her father founded the Williamsburgh Savings Bank in Brooklyn, New York. Henry's younger brother, William L. Luhn, fought in the Spanish-American and Philippine-American Wars in 1898. He served as Lieutenant colonel during the war and was promoted to captain of the Tenth Cavalry of the United States in 1908.