Henrietta was the daughter of Richard Cozens (1726-1794) and his wife, Mary Bosanquet. Her father was born in St. Petersburg, one of three sons of a master shipbuilder brought over by Peter the Great from Deptford to help build the new Russian navy. Her uncle, who was also born in Russia, was Alexander Cozens, the artist. Henrietta and her sister Jane were governesses to the children of James Harris, 1st Earl of Malmesbury (1746-1820). Malmesbury was a career diplomat who served as Ambassador to St. Petersburg, 1777-1782 and was responsible for negotiating the unhappy alliance between George, Prince of Wales and Caroline of Brunswick. The present portrait was painted in The Hague at the time of Henrietta's marriage to the Rev. Thomas Perceval (1767-1798), who was chaplain to the British Embassy in St. Petersburg and at about the same time that Tischbein also painted the Malmesbury children. It was commissioned by the Earl of Malmesbury, almost certainly as a wedding gift to the couple.