He improved general education in the episcopal lands, and completed the implementation of the Protestant Reformation begun by his father, although he allowed Catholic office holders to keep their privileges — except that he strictly prohibited priests from having mistresses.

In 1589, when Henry Julius succeeded his father as ruler of Brunswick-Wolfenbüttel, he replaced Saxon by Roman Law, and instead of local nobles, lawyers with academic degrees now served as judges.

He was also versed in architecture and began to rebuild his Wolfenbüttel residence in a lavish Weser Renaissance style, including the construction of the Protestant Beatae Mariae Virginis main church which started in 1608.

He invited Hans Vredeman de Vries to develop ramparts and had a canal built through a swampland between Hornburg and Oschersleben.

Henry Julius was not willing to confirm the city's traditional privileges and had mercenary (Landsknecht) troops deployed, leading to a civil war in 1605.

Attempts by King Christian IV of Denmark to mediate failed and in 1606, Emperor Rudolf II banned the city.

He was also a committed burner of witches; one contemporary chronicler wrote that Lechelnholze Square looked like a little forest, so crowded were the stakes.

Duke Henry Julius also invited John Dowland to come and see Michael Praetorius, his Kapellmeister, playing on the famous Gröningen organ.

When Emperor Rudolf died in 1612, Duke Henry Julius returned to the Prague court to consult his successor, Matthias.