Henry Loch was the son of James Loch, Member of Parliament, of Drylaw, Midlothian. He entered the Royal Navy, but at the end of two years quit it for the British East India Company's military service, and in 1842 obtained a commission in the Bengal Light Cavalry. In the First Anglo-Sikh War of 1845–1846 he was given an appointment on the staff of Sir Hugh Gough, and served throughout the Sutlej campaign. In 1852 he became adjutant of Skinner's Horse.