Henry was the second son of Charles Mellish of Blyth. He entered Trinity College, Cambridge in 1800 but did not reside. He had an army career, eventually becoming Lieutenant-Colonel. In the Peninsular War campaign of 1808-1810 he was aide-de-camp to General Ferguson.
He was noted for his interests in horse racing and gambling. His horses won the St Leger in 1804 and 1805.
His elder brother Joseph Charles Mellish was disinherited on account of his extravagance. Henry inherited the Blyth and Hodsock estates on the death of his father in 1797. He sold the Blyth estate in 1806 to pay off his own gambling debts, and Hodsock became the main family residence. His estates passed to his sister Anne Chambers after his death.
He married Harriet. They had no children.
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