[1] Cavendish was educated abroad, traveling through Austria, Germany, and the Low Countries, and attending the University of Padua in 1691.

He was elected a member of parliament for Derby in 1695[1] On 3 August 1696, he married Rhoda Cartwright (d. 1730), daughter of William Cartwright, and had one daughter, the Hon.

Mary Cavendish (3 January 1700 – 29 July 1778, Hammersmith), who married John Fane, 7th Earl of Westmorland in August 1716.

[2] Cavendish died young on 10 May 1700, as reported by Edward Southwell on 11 May 1700: "My Lord Henry Cavendish, after suffering above a fortnight violently under a dead palsy died yesterday morning.

According to one newspaper account of his death, the young Cavendish was "much lamented, he being one of the most accomplished gentlemen in England.