He was born in 1909 in France at Boulogne-sur-Seine during the exile of the Brazilian imperial family, which had been deposed in 1889. His father, Prince Luiz of Orléans-Braganza, was the second son of the heir to the defunct Brazilian throne, the Princess Imperial Isabel, and Prince Gaston, Count of Eu. His mother was Princess Maria Pia of Bourbon-Two Sicilies. The year before Pedro Henrique's birth, she recognized his father, Luiz, as the heir to the succession when Luiz's elder brother, Pedro de Alcântara, Prince of Grão-Pará, renounced his claim to the throne on behalf of himself and his descendants.