Henry Sidney was the youngest son of Robert Sidney, 2nd Earl of Leicester (1595-1677), and Dorothy Percy (c.1598-1659), eldest daughter of Henry Percy, 9th Earl of Northumberland.
Described as 'The handsomest youth of his time' (Memoirs of Sir John Reresby, 55), Sidney had a number of mistresses, purportedly including the Duchess of York, for whom he was Master of the Horse to the Duchess, and Groom of the Bedchamber to her husband, in 1665.
After an extensive career in the army, in 1692 he was created Lord Lieutenant of Ireland by William III, with extensive powers over both the civil administration and all military forces. In May 1694 he was promoted again to Lieutenant-general and created Earl of Romney.
He died unmarried of the small-pox in 1704 when all his titles became extinct, and was buried at St. James's, Westminster.