Grand Duke Henri became Hereditary Grand Duke of Luxembourg on 12 November 1964 and was educated in Luxembourg and in France, where he obtained his baccalaureate in 1974. He then studied political sciences at University of Geneva, graduating in 1980. The Grand Duke also undertook military officer training at the Royal Military Academy Sandhurst, England.
While studying in Geneva, he met another political science student, María Teresa Mestre y Batista, who he would marry on 4 February/14 February 1981 with the previous consent of the Grand Duke, dated 7 November 1980. Together, they have five children and two grandchildren:
- Prince Guillaume Jean Joseph Marie, Hereditary Grand Duke of Luxembourg (11 November 1981)
- Prince Félix Léopold Marie Guillaume (3 June 1984)
- Prince Louis Xavier Marie Guillaume (3 August 1986)
- Prince Gabriel Michael Louis Ronny of Nassau (born 12 March 2006)
- Prince Noah Guillaume of Nassau (born 21 September 2007)
- Princess Alexandra Joséphine Teresa Charlotte Marie Wilhelmine (16 February 1991)
- Prince Sébastien Henri Marie Guillaume (16 April 1992)
He became heir apparent to the Luxembourg throne on the abdication of his paternal grandmother, Grand Duchess Charlotte of Luxembourg, on 12 November 1964. From 1980 to 1998, he was a member of the Council of State. On 4 March 1998, Prince Henri was appointed as Lieutenant Representative by his father, Grand Duke Jean, meaning that he assumed most of his father's constitutional powers. On 7 October 2000, immediately following the abdication of his father, Henri acceded as Grand Duke of Luxembourg and took the constitutional oath before the Chamber of Deputies later that day.
As a head to a constitutional monarchy, his powers are limited, primarily to represent Luxembourg, however he has the power to appoint the prime minister and government officials. Grand Duke Henri is Commander-in-Chief of the Luxembourg Army, in which he holds the rank of General. He is also an Honorary Major in the British Parachute Regiment.