Henry F. Cook was born on January 14, 1819, in Mississippi to Foster and Martha Cook. He attended the University of Virginia from 1836 until 1838, and by the early 1840s, he was working as a lawyer in Vicksburg, Mississippi.
In June 1846, he received a commission as a 1st lieutenant in Company C of the 1st Mississippi Infantry. He served under Jefferson Davis, and he was wounded in the Battle of Monterrey on September 21, 1846. He mustered out on June 10, 1847.
He returned to Vicksburg after the Mexican American War, and he served as a probate judge from 1847 until 1859. By 1850, he owned $200 of real estate. He married Elizabeth B. Irwin on November 21, 1853, and they had at least six children; Martha, born around 1857; Henry, born around 1858; Lawson, born around 1860; Frances, born around 1862; Jane, born around 1866; and Bessie, born around 1868. By 1860, he owned $6,000 of real estate and $6,000 of personal property. A decade later, he owned $6,000 of real estate and $2,000 of personal property. He died in Vicksburg “after a long and painful illness” on August 29, 1887.