His father had graduated from Oxford University before emigrating from Scotland to the Virginia colony, and accepted a position as rector (Anglican clergyman) in Caroline County.

Innes received a private education locally at Donald Robertson's school, then traveled to the colonial capital, Williamsburg to attend the College of William & Mary, where he read law beginning in 1772 with George Wythe.

[2][4] His younger brother James Innes (1754–1798) would follow him at William and Mary, but would be dismissed from the college in 1775 for leading a band of students who blocked Governor Dunmore's agents from removing military stores to ships offshore.

[2] From 1776 to 1777, the local Virginia Committee of Safety employed Innes to manage the militarily crucial Chiswell lead mines on the New River, in what was then Fincastle (now Wythe) County, as well as to procure other necessary supplies for the Continental Army.

[4] Meanwhile, his brother James took up arms, received a commission as lieutenant colonel and became an aide to General George Washington, fighting at the battles of Trenton, Princeton, Brandywine, Germantown and Monmouth.

[4] In that same year, Governor Thomas Jefferson appointed Harry Innes escheator for Bedford County, and he began liquidating properties of Loyalists who had left the colony.

[4] On November 3, 1782, Innes was sworn in at Crow's Station (in Pittsylvania County near present-day Danville), as were Judges Caleb Wallace and Samuel McDowell, but he did not move to the District of Kentucky until 1783.

Innes served as Attorney General for the District of Kentucky from 1784 to 1789, the year of his accepting the federal judicial posts and months before Virginia's legislature formally consented to creation of the new state.

[4] Concurrent with his service as a Judge and later as Attorney General, Innes practiced law, farmed, speculated in land and raised a family.