Henry's father Alexander, a Yale University graduate, was a descendant of Captain Nicolas Martiau, the French Huguenot settler of Jamestown, Virginia and ancestor of President George Washington.
The family had been wealthy, politically influential, and socially prominent in North Carolina before the American Revolution, but Alexander McCulloch had wasted much of his inheritance and was unable even to educate his sons.
(Two of Henry McCulloch's older brothers briefly attended a school in Tennessee taught by their neighbor, Sam Houston.)
Henry McCulloch shared in his brother Ben's economic attempts in the 1830s, including transporting goods by raft on the Mississippi, once all the way to New Orleans.
Also in 1839, Ben was elected to the Republic of Texas House of Representatives after a contentious campaign that included assorted slanders between the candidates.
As a result, Ben fought a rifle duel with his opponent, Reuben Ross and received a permanently crippling wound in the arm.
When a Mexican raiding force under Gen. Adrian Woll invested San Antonio in September 1842, he served as First Lieutenant of a company of volunteers from Seguin.
With his brother, Ben, he subsequently took part in the failed Somervell expedition and both men were ordered to leave shortly before most of the Texans were captured at Mier, Mexico in Tamaulipas, December 25, 1842.
When the War with Mexico began, he took command of a volunteer company patrolling the same area of the western frontier against Indian raids.
He continued this service after the war as captain of a company of Texas Mounted Volunteers out of Fort Murrill, and also operating a Ranger post in Kimble County.
His training methods included complex cavalry and infantry maneuvers as well as sabre-fighting and the proper care of horses and equipment.
Gen. Paul O. Hébert, and in December was named to command the new Western Military District, comprising that part of the state west and south of San Antonio.
McCulloch was approached as a candidate for governor of Texas late that summer, but declined in order to remain on active service.