Her father was the second son of George Gordon, 1st Marquis of Huntly, by his wife, the former Lady Henrietta Stewart, eldest daughter of the first Duke of Lennox.
She had been brought up a Roman Catholic, and, her guardian and uncle George Gordon, 2nd Marquis of Huntly, being a Protestant, her mother on her deathbed commended her to the care of her father confessor, Gilbert Blackhall.
In Paris, Henrietta was presented to the queen by her second cousin, Ludovic, fifth son of Esmé Stewart, 3rd Duke of Lennox (better known as Monsieur d'Aubigny), and was sent to the convent of the Filles de Ste.
Blackhall accordingly induced the queen to have her removed to the convent of St. Nicolas de Lorraine, where she remained from 8 January to 10 August 1647, when she was transferred to that of Fervacques in the Faubourg St. Germain.
She figures in the Mémoires of Mademoiselle de Montpensier, who represents her as in 1658 high in the favour of Philippe, duc d'Orléans, known as Monsieur, who devoted a great part of his time and thought to her dress.