William Cavendish-Bentinck
Henry was the first child of William Cavendish-Bentinck, 4th Duke of Portland, and his wife Henrietta ("née" Scott). His father was the grandson of William Cavendish, 4th Duke of Devonshire, while his mother, Henrietta, was one of three daughters and heiresses born to Scottish General John Scott. Upon their marriage, the family name became Cavendish-Scott-Bentinck.