His Illustrious Highness Count Henry (Heinrich) Maurice of Battenberg was born in Milan, the third son of His Grand Ducal Highness Prince Alexander of Hesse and by Rhine (1823-1888) by his morganatic marriage to Julie Therese née Countess von Hauke (1825-1895), the daughter of a Polish politician. His mother was created Countess of Battenberg with the style Illustrious Highness on marriage. Her brother-in-law, Grand Duke Ludwig III of Hesse and by Rhine, granted her the title Princess of Battenberg with the style of Serene Highness on 21 December 1858. Her children inherited this title and style.
Prince Henry of Battenberg received a military education and took up a commission as a lieutenant in the 1st Regiment of the Rhenish Hussars. Because of their close relationship to the Grand Ducal House of Hesse, the Battenbergs came into close contact with various royal and princely families of Europe, including the British Royal House. His elder brother, Prince Louis of Battenberg, had married Princess Victoria of Hesse and by Rhine, his first cousin and a granddaughter of Queen Victoria. In 1884, Prince Henry became engaged to Princess Beatrice of Great Britain and Ireland. Queen Victoria agreed to the marriage on the condition that the couple should make their home with her.
Prince Henry and Princess Beatrice married on 23 July 1885 at St. Mildred's Church, Whippingham on the Isle of Wight. On the day of his wedding, the Queen granted Prince Henry the style Royal Highness. This style that was only in effect in Great Britain, not Hesse and by Rhine, where the prince was a Serene Highness. On the same day, a bill to naturalize Prince Henry a British subject passed the House of Lords. The couple adopted the style, Their Royal Highnesses Prince and Princess Henry of Battenberg. The Queen created her new son-in-law a Knight of the Garter and made him a member of the Privy Council. He also became a colonel in the British Army, and afterwards Captain-general and governor of the Isle of Wright and governor of Carisbrooke Castle.
Prince and Princess Henry of Battenberg had four children. By Royal Warrant of 13 December 1886, the Queen granted their children the style Highness. This style was was only in effect in Great Britain and not Hesse and by Rhine, where as Princes and Princess of Battenberg they were only entitled to the style Serene Highness: