The Honourable Henry Coventry (1619–1686) was an English politician who was Secretary of State for the Northern Department between 1672 and 1674 and the Southern Department between 1674 and 1680.
Coventry was the third son by the second marriage of Thomas Coventry, 1st Baron Coventry to Elizabeth Aldersley; he was the brother of Sir William Coventry, uncle of the Marquess of Halifax, uncle of Sir John Coventry, and brother-in-law of Anthony Ashley-Cooper, 1st Earl of Shaftesbury. He matriculated from Queen's College, Oxford in 1632 aged 14, and graduated the following year. Within a year, he was a Fellow of All Souls College, Oxford, and he remained one until 1648. He graduated in both arts and law. He may have become Chancellor of the diocese of Llandaff as early as 1638. In 1640, he obtained leave to travel, and was abroad until just before the Restoration. He was thus absent from England during the English Civil Wars.
By 1654, he was a captain in the Dutch army, but in contact with Charles II in his exile. During part his time abroad, he was employed as a royalist agent in Germany and Denmark, in company with Lord Wentworth, until the concert was dissolved by a violent quarrel, leading apparently to a duel. The notices of him at this date are very confused; Henry, his elder brother Francis, and his younger brother, William, being all attached to the exiled court and all commonly spoken of as Coventry. Before the Restoration Francis had ceased to take any active part in public affairs, and William had devoted himself more especially to the service of the Duke of York, whose secretary he continued to be while the duke held the office of Lord High Admiral.