Henrietta was born in Edinburgh, Scotland, and was the eldest daughter and the heiress of Major-General John Scott of Fife and his second wife, the former Margaret Dundas.
[2] Prior to her marriage, she was sometimes referred to as "the rich Miss Scott", to differentiate her from her two younger sisters.
Henrietta married the future duke in London on 4 August 1795, when he was styled Marquess of Titchfield.
Their family home was Welbeck Abbey, Nottinghamshire, where the duke kept racehorses and carried out extensive irrigation works.
[3] Two of the couple's sons predeceased their parents: the Marquess of Titchfield died of a brain lesion, aged 27, and Lord George Bentinck of a heart attack.