Henry William Montague Paulet, 16th Marquess of Winchester (30 October 1862 – 28 June 1962) was an English peer, landowner, soldier, sportsman, politician and business man. He was known as Lord Henry Paulet from 1887 until 1899.
After a youth spent largely in travelling and hunting, he became Lord Lieutenant of Hampshire and Chairman of Hampshire County Council, then served in the Hampshire Regiment and the Rifle Brigade during the First World War. In the 1920s he was associated in business with Clarence Hatry, which led to his bankruptcy in 1930. When he died in Monte Carlo at the age of 99 he was the oldest ever member of the House of Lords.
The younger son of the 14th Marquess by his marriage to Mary Montagu, a daughter of Henry Montagu, 6th Baron Rokeby, he was educated at Burney's Royal Naval Academy, Gosport, before travelling widely, hunting big game in the Rocky Mountains and visiting India, Ceylon, China and Japan. In 1891 he went to South Africa, where he became a friend and hunting companion of Cecil Rhodes.