He was born in Burton Latimer (or possibly nearby Barton Seagrave), Northamptonshire, the son of Thomas Henchman, a skinner, and educated at Christ's College, Cambridge, where he achieved BA in 1613 and MA in 1616.

In 1630, he married Ellen Lowe, niece of John Davenant, who was Bishop of Salisbury from 1621 to 1641; along with these connections, his wife brought considerable property from her first marriage, which meant he lived in some comfort.

They had three sons and two daughters who survived to adulthood; his grandson, another Humphrey, was a prominent lawyer who defended Henry Sacheverell in 1710 and helped draft the 1713 Treaty of Utrecht.

His life was radically changed when the First English Civil War began in 1642 and he joined the Royalist forces.

[1] He helped the future Charles II to escape the country after the Battle of Worcester of 1651, and participated in Penruddock's Rising in 1655.