In 1799, Henry Harford Cumming was born to Thomas Cumming and Ann Clay, in Augusta, Georgia. In 1798, Cumming's father, Thomas, was the first mayor of Augusta, when the town was first incorporated. Henry Cumming's maternal grandfather was Joseph Clay, one of the first members from Georgia in the First Continental Congress. Clay was additionally a Deputy Paymaster General for the Continental Army during the American Revolutionary War. Henry Cumming's brother, Alfred, was another mayor of Augusta and later the first non-Mormon governor of the Utah Territory.