In Pedro Álvares Cabral's expedition, Henrique de Coimbra led a group of religious men destined for missions in the East.

In Calicut, after the discovery of Brazil and the voyage to India, five out of the eight religious men were killed in a clash with Muslims following the betrayal of the Samorim.

D. Manuel I then chose him as the Bishop of Ceuta, Primate of Africa, and Apostolic Administrator of Valença, confirmed by Pope Julius II on 30 January 1506.

In 1512, he reached an agreement with the Archbishop of Braga, D. Diogo de Sousa, which led to the inclusion of Olivença in the territory of the Diocese of Ceuta.

In this location, Henrique de Coimbra built the episcopal palace, the court, and the jail, as well as the Church of Santa Maria Madalena, which served as the cathedral and is "one of the noblest and purest examples of Manueline architecture" (Reinaldo dos Santos, O Manuelino).