Henry John Cockayne-Cust, JP, DL (10 October 1861 – 2 March 1917) was an English politician and editor who served as a Member of Parliament (MP) for the Unionist Party.

He was also rumored to be the biological father of Lady Diana Cooper, a socialite and philanthropist, by his mistress Violet Manners, Duchess of Rutland, although this was not acknowledged until much later.

There were also rumors that he may have been the biological grandfather of former British Prime Minister Margaret Thatcher, through his supposed illegitimate begetting of her mother Beatrice Ethel Stephenson.

Cust quickly transformed the newspaper into the best evening journal of the period, largely due to his success in securing contributions from prominent writers such as Rudyard Kipling and H. G. Wells.

However, as he predeceased the 3rd Earl by three years, the inheritance fell to his surviving younger brother Adelbert Cockayne-Cust, 5th Baron Brownlow, 8th Baronet (1867–1927).

[9] Nina and Harry's relationship is at the centre of the book Tangled Souls: Love and Scandal among the Victorian Aristocracy by Jane Dismore (see Further Reading).

[10] A long-standing rumour has held that Cust had an affair with a servant at Belton House called Phoebe Stephenson, who consequently gave birth to a daughter named Beatrice, who having married Alfred Roberts, a grocer in nearby Grantham, became the mother of Margaret Thatcher, Prime Minister of the United Kingdom.