Heneage came from a Lincolnshire family high in favour with the Tudors. His uncle, Sir Thomas, first sat in Parliament for Stamford under Queen Mary, and as vice-chamberlain to her successor was able to leave a vast fortune to the countess of Winchilsea, the mother of John Finch I* and his brothers. His father achieved less distinction, though he sat in four Elizabethan parliaments. Conspicuous for piety and learning, he left Heneage £100 to buy his own wardship, but did not expect him to take much interest in his library.
It may have been Heneage who, in 1620, arranged the marriage of John Finch I to Mary, daughter of Thomas Walker, chief usher of the Exchequer, as Mary was the granddaughter of Heneage’s paternal aunt, Margaret.
Heneage was named in 1632 as a family trustee in Lady Winchilsea’s will, at which time he was described as being of Gray’s Inn.
