Sir Henry was born at Buckingham Castle, Norfolk, England and believed to have died Sunday, March 30, 1574 in East Horsley, Surrey. He married Anne, daughter of Sir Christopher Pickering of Killington and Jane Lewknor, in 1537. She was born 1516 in Risbridge, Suffolk, England, and died 1582.

British Libray of Manuscripts
Reference: Add. 38133 f. 148 b
Knyvett (Henry). Sir. Note on embassy of, in 1540, to the Emperor Charles V 16th cent. Lat.