Henry married Martha Cranfield, daughter of Lionel Cranfield, 1st Earl of Middlesex and Elizabeth Shepard.
Henry and Martha had ten children.

Lionel Carey (born about 1622).
Killed at the Battle of Marston Moor on 2 July 1644 while fighting for the Royalists.

Henry Carey (1623 – 5 November 1649) married Lady Mary Scrope
Lady Anne Carey (c. 1626 – 15 January 1688/89) married (1) James Hamilton (2) Robert Maxwell
Lady Philadelphia Carey (born c. 1628 – died before June 1661)
Lady Elizabeth Carey (born c. 1630 – 14 December 1676)
Lady Mary Carey (born c. 1632 – died after 1682) married William Feilding, 3rd Earl of Denbigh
Lady Trevaniana Carey (born c. 1634 – died before June 1661)
Lady Martha Carey (born c. 1635 – 23 January 1705) married John Middleton
Lady Theophila Carey (born c. 1637 – died before June 1661)
Lady Magdalena Carey (born c. 1639 – died before June 1661)
Henry married Martha Cranfield, daughter of Lionel Cranfield, 1st Earl of Middlesex and Elizabeth Shepard. Henry and Martha had ten children.
Lionel Carey (born about 1622). Killed at the Battle of Marston Moor on 2 July 1644 while fighting for the Royalists.
Henry Carey (1623 – 5 November 1649) married Lady Mary Scrope
Lady Anne Carey (c. 1626 – 15 January 1688/89) married (1) James Hamilton (2) Robert Maxwell
Lady Philadelphia Carey (born c. 1628 – died before June 1661)
Lady Elizabeth Carey (born c. 1630 – 14 December 1676)
Lady Mary Carey (born c. 1632 – died after 1682) married William Feilding, 3rd Earl of Denbigh
Lady Trevaniana Carey (born c. 1634 – died before June 1661)
Lady Martha Carey (born c. 1635 – 23 January 1705) married John Middleton
Lady Theophila Carey (born c. 1637 – died before June 1661)
Lady Magdalena Carey (born c. 1639 – died before June 1661)
Henry Carey, 2nd Earl of Monmouth