Just before the outbreak of the English Civil War, he was included as one of the opponents of King Charles I of England, and was made lord lieutenant of Leicestershire.

[1] At the Battle of Stratton, on 16 May 1643, his troops were beaten by the Royalists; driven into Exeter, the Earl of Stamford was forced to surrender the city after a siege of three months.

The ravages of the Royalists had reduced him to poverty, and distrusted by the House of Commons, he had great difficulty in getting any compensation from Parliament.

[1] After a period of retirement, he declared for King Charles II of England during a rising in August 1659, and was arrested but soon released.

[1] Henry had at least nine children with Lady Anne Cecil, they were: The arms of the head of the Grey family are blazoned Barry of six argent and azure in chief three torteaux gules.