On 25 June 1752 Henry married Princess Wilhelmina of Hesse-Kassel in Charlottenburg, but they had no children. Henry lived in Rheinsberg Palace after receiving it as a gift from his brother who also had a grand palace built for him in Berlin between 1748 and 1753. Despite the marriage, he scarcely concealed his passion for other men and developed intimate friendships with the actor Blainville and the French emigre Count La Roche-Aymon. One favourite, Major von Kaphengst, exploited the prince's interest in him to lead a dissipated, wasteful life at Schloss Meseberg, an estate not far from Rheinsberg which Henry had given to him.