Henry Julius was born in Hessen am Fallstein as the eldest son of Duke Julius of Brunswick-Lüneburg (1528–1589) and his wife Hedwig of Brandenburg (1540–1602), at the time when the Principality of Brunswick-Wolfenbüttel was still under the rule of his grandfather Duke Henry V. Already in 1566, at the age of two, he was elected Lutheran administrator of the Halberstadt bishopric by the cathedral chapter; however, a condition of his election was an agreement that the cathedral chapter would lead the prince-bishopric under its own authority until Henry Julius reached the age of 14.