Henry was born in Wolverhampton in 1881, the son of Joseph Henry and Rose Lloyd. On 22 January 1882, he was baptised in St Peter’s Church, Wolverhampton. In 1891, he was living with his aunt, Margaret Smith, in Tettenhall Road. By 1901 he was living with his mother and brother John Percy at 63 Waterloo Road, and Henry was working as a commercial clerk. They were at the same address in 1911, when Henry was working as a sub manager for a cut tack manufacturer.

It is not clear whether Henry ever tried to enlist for military service. However, in March 1917, he was engaged as a volunteer by the British Red Cross. He held two First Aid Certificates, and his duties included hospital work in the military wards of Wolverhampton General Hospital, transportation of the wounded at Wolverhampton and Lichfield, as well as air raid duty at Merridale Street Air Raid Station.

Henry survived the war, and was still living with his mother at 63 Waterloo Road in 1921. Along with his brother, John, he was a Company Directory at the Crown Nail Company Limited, manufacturing nails and tacks. This was a family company, which was eventually sold by the Lloyd family in 1953. Henry does not appear to have ever married. He died on 18 June 1955, when his address was Albert Road, Wolverhampton, and the value of his effects was £73675 17 s. 9d.