Carey and his elder sister Catherine came under the wardship of their maternal aunt Anne Boleyn, who was engaged to Henry VIII at the time.

The children still had active contact with their mother, who remained on good terms with her sister, until Mary's secret elopement with a soldier, William Stafford (later Lord of Chebsey) in 1535.

Anne Boleyn acted as her nephew's patron and provided him with an excellent education in a prestigious Cistercian monastery.

In 1564, Elizabeth appointed Carey Captain of the Gentlemen Pensioners, a position making him effectively her personal bodyguard for four years.

Carey and William Drury heard that trouble on the Scottish borders was caused by Dan Carr or Ker of Shilstoke-Bray, who was said to have visited Mary, Queen of Scots, at Carlisle Castle.

The rebellion expected the support of the Roman Catholic Pope Pius V. Carey was appointed Lieutenant General of the forces loyal to the Queen.

His February victory over Sir Leonard Dacre near Gelt Bridge between Naworth and Carlisle was instrumental in crushing the rebellion.

He was rewarded with a personal note of thanks from Queen Elizabeth I that read in part: "I doubt much, my Harry, whether that the victory were given me, more joyed me, or that you were by God appointed the instrument of my glory; and I assure you that for my country's good, the first must suffice, but for my heart's contention the second pleased me .

Your loving kinswoman, Elizabeth R."The victorious Carey was appointed Warden of the Eastern March and represented the Queen in signing a treaty with Regent Mar on 23 October 1571.

This did not prevent Elizabeth from appointing him Lord Chamberlain Lieutenant, Principal Captain and Governor of the army "for the defence and surety of our own Royal Person".

In 1587, Carey began an affair with Emilia Lanier (1569–1645), who was the daughter of a Venetian-born court musician, and may have been covertly Jewish.

Carey paid her off with a sum of money and then married her off to her first cousin once removed, Alfonso Lanier, a Queen's musician.

[citation needed] The idea that Carey was Henry VIII's secret son has inspired modern historical fiction, such as the novel The Other Boleyn Girl.