Henry was the fourth son and eighth child of Charles I, King of England and Scotland, and his wife, Henrietta Maria, Princess of France. He was born at Oatlands, Surrey, on 8 July 1640 and baptised there on 22 July that same year.
He was possibly declared to be the Duke of Gloucester by his father when quite young, perhaps from birth, or according to one authority was created Earl of Cambridge and Duke of Gloucester on 13 May 1644.
During the civil war, he was captured by the Parliamentarians along with his sister Elizabeth and imprisoned first in White Tower, Tower of London and then in Carisbrooke Castle, Isle of Wight. They were allowed to visit their father the day before his execution. After Elizabeth died in September 1650, Henry was released and joined his brother Charles II in exile in The Hague and/or his mother and sister in Paris.
He was nominated a Knight of the Garter, as Duke of Gloucester on 4 April 1653 and invested on 14 April 1653 at The Hague. He is again said to have been created by patent, (though no patent was ever found) Earl of Cambridge and Duke of Gloucester on 13 May 1659.
He probably accompanied his brother Charles II on his trimphal return to London on 29 May 1660, and although underage, sat in the House of Lords as Duke of Gloucester on 31 May 1660. He was appointed Ranger of Hyde Park in July 1660, but died of smallpox on 13 September 1660 at Whitehall. He was buried in the South Side of the King Henry VII Chapel in Westminster Abbey on 21 September 1660. 
The Wikipedia article for Henry Stuart, Duke of Gloucester has extensive details about his imprisonment and period of exile, but as there are no sources quoted in that section of his biography, it is unclear whether it is exact.
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