Background
He was the son of Charles III, Duke of Lorraine, and Claude of Valois, daughter of Henry II of France and Catherine de" Medici. His paternal grandparents were Francis I, Duke of Lorraine, and Christina of Denmark.
He married, firstly, Catherine de Bourbon, Duchess of Albret, sister of Henry IV of France. The couple were married at the Château de Saint Germain-en-Laye outside Paris on 31 January 1599.
The bride was already 40 years of age and the union was merely to secure relations with the House of Bourbon which had previously been rivals with the House of Lorraine.
Catherine died childless in 1604.
With no issue from that union, Duke Henri married, secondly, Margherita Gonzaga on 24 April 1606 in Mantua. She was a daughter of Vincenzo Gonzaga, Duke of Mantua and his wife Eleonora de" Medici (a sister of Marie de" Medici, Henry IV"s wife).
Margherita"s sister Eleonor Gonzaga was a future Holy Roman Empress.
Henri was succeeded by his younger brother as Francis II, Duke of Lorraine.