Henry was born in exile at the Palazzo Muti in Rome on 6 March 1725 and baptized on the same day by Pope Benedict XIII, 37 years after his grandfather James II and VII lost the throne, and ten years after his father's failed attempt to regain it.
Henrik je rođen u egzilu, u palači Muti u Rimu, 6. ožujka 1725., te ga je istoga dana krstio papa Benedikt XIII., 37 godina nakon što je njegov djed Jakov II. i VII. izgubio prijestolje i deset godina nakon neuspjeloga pokušaja njegova oca da ga ponovno stekne.