He was several times employed by Elizabeth I in Scottish affairs and served as one of the English appointees to the Council of State of the Netherlands in the United Provinces in 1586 and 1587–1589.
He assisted Sir Peter Carew in escaping to the continent in January 1554, and during the remainder of Queen Mary of England's reign appears to have been in exile.
[6] In August 1557, Henry was present at the Battle of St. Quentin, where Sir James Melville stated of him that "Harry Killygrew, an Englis gentilman, my auld friend", held his horse while he got his wound dressed after his escape.
Killigrew was recalled to England on the accession of Elizabeth, and she employed him on various diplomatic missions, including one to Germany in connection with negotiations for a defensive league.
[4] While Francis II of France was hunting at houses and estates belonging to the Duke of Guise in September 1559, Throckmorton, John Somers, and Killigrew toured Lorraine, visiting Toul, Metz, Thionville, Nancy, Saint-Nicolas-de-Port, and Saint-Dizier.
[7] Killigrew counted both Robert Dudley, Earl of Leicester and William Cecil, Lord Burghley as his patrons.
[8] In June 1566, he was sent on a mission from Elizabeth to Mary, Queen of Scots, for the "declaration of sundry things necessary to be reformed between them for the preservation of their amity", and to congratulate her on the birth of Prince James.
In September, shortly after the St. Bartholomew's Day Massacre, he was again sent to Scotland, in connection with the negotiations for the surrender of the Queen of Scots to the Protestant lords, who would then immediately execute her.
He was assisted by a Scottish courtier Nicolas Elphinstone to gain the support of Regent Mar and the Earl of Morton.
[16] A year later Killigrew reported that Regent Morton had discovered a letter from William Kirkcaldy of Grange the defeated and executed commander of the castle, to Mary, Queen of Scots, in which he listed the locations of the jewels she had left behind in Scotland, and that William Drury, Marshall of Berwick, had taken some jewels in pledge for a loan of £600.
[17] In August 1574, he was approached by the Flemish mining entrepreneur Cornelius de Vos, who wanted to negotiate with William Cecil.
Killigrew gave £140 to Emmanuel College, Cambridge, for the purchase of St. Nicholas Hostel, the materials of which were applied to the construction of the lodge for Dr Laurence Chaderton, the first master.
On 4 November 1566 Killigrew married in the church of St Peter Le Poer, London, Catherine, fourth daughter of Sir Anthony Cooke and Anne Fitzwilliam.