He commanded a regiment of two battalions in the Scots Brigade in the Netherlands between 1747 and 1753.
He married on 24 July 1754 Lady Elizabeth Hope, daughter of John Hope, 2nd Earl of Hopetoun, but accidentally killed himself near Bawtry, in Yorkshire on 19 October 1754.[3] His widow died only 18 months later.
Henry's brother, Charles, succeeded him, but died in 1756, leaving their father without heirs. The Queensberry titles passed in 1778 to a distant cousin, William Douglas, Earl of March and Ruglan.