Henry was born December 5, 1867, in Quaker City, Pennsylvania.

[1] Henry began his career as the president of the Standard Supply & Equipment Company.

[1] During World War I, Henry joined the United States Navy, where he served as lieutenant commander of the secret service division of the 4th naval district.

[1][4] He was the winner of many yachting races held off the coast of Long Island.

[5] He was described by The Philadelphia Inquirer as "one of the most expert yachting sailors" in the United States.

[6][7] They had a son, Barklie McKee Henry (1902-1966), who married Barbara, the daughter of Harry Payne Whitney and a daughter, Alice Ellen (1906-1989), who married Hans von Briesen.