Henry Waldegrave, 1st Baron Waldegrave (1661 – 24 January 1689) was an English peer and Jacobite supporter.
The son of Sir Charles Waldegrave, 3rd Baronet, Waldegrave inherited his father's title in about 1684. A year earlier, on 29 November, he had married Henrietta FitzJames, an illegitimate daughter of King James II and his mistress, Arabella Churchill. As a result of his marriage, he was raised to the peerage as Baron Waldegrave, of Chewton, Somerset, in 1686.
He had two children – Arabella Waldegrave, and James Waldegrave, 1st Earl Waldegrave.
He became Comptroller of the Household that year and continued in this office at the King's court-in-exile at Saint-Germain-en-Laye, until his death in 1689.