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 St. George, Somersetshire, was youngest son of Robert Cuffe of Donyatt in that county. Of the same family, although the relationship does not seem to have been definitely settled, was Hugh Cuffe, who in 1598 was granted large estates in the county of Cork, and whose grandson Maurice wrote an account of the defence of Ballyalley Castle, co. Clare, when besieged in the rebellion of 1641. Maurice Cuffe's journal was printed by the Camden Society in 1841, and the writer's grandnephew John was created Baron Desart in the Irish peerage in 1733 (the first baron's grandson, Otway Cuffe, became viscount in 1781, and Earl of Desart in 1793, and these titles are still extant). To another branch of the Somersetshire family of Cuffe belonged Thomas Cuffe of Crych, who went to Ireland in 1641, and whose son James was knighted by Charles II and granted land in Mayo and Galway. In 1797 James Cuffe (d 1821), in direct line of descent from this Sir James Cuffe, was made Baron Tyrawley of Ballinrobe, co. Mayo.

After receiving his early education at the grammar school of Hinton St. George, Henry Cuffe was elected at the age of fifteen a scholar of Trinity College, Oxford (25 May 1578) by the interest of Lady Elizabeth Powlett of Hinton, who always showed a kindly regard for his welfare. At Oxford Cuffe exhibited conspicuous ability, and became a finished Greek scholar. He attracted the attention of Sir Henry Savile, who aided him in his studies, and about 1582 made the acquaintance of John Hotman, a learned French protestant in the service of the Earl of Leicester. In 1582 and 1583 he corresponded regularly with Hotman, and some of these letters, which prove strong affection between the writers, are printed in ‘Francisci et Joannis Hotomanxorum … Epistolæ’ (Amsterdam, 1700). Cuffe proceeded B.A. 13 June 1580, and was elected fellow of his college 30 May 1583, but a severe remark about the practical jokes which the founder of Trinity, Sir Thomas Pope, was fond of playing on his friends, led to his expulsion from the college. In 1586 Sir Henry Savile offered him a tutorship at Merton, and there Cuffe pursued his Greek studies with conspicuous success. On 20 Feb. 1588–9 he graduated M.A., and after proving his capacity as a teacher of Greek by holding a lectureship at Queen's College, he was in 1590 elected to the Greek professorship in the university. This post he held for seven years. He addressed the queen in a Latin speech at Carfax when she visited Oxford in 1592, and was chosen junior proctor 15 April 1594. Very soon afterwards Cuffe abandoned Oxford for London, where he obtained the post of secretary to the Earl of Essex.

Essex employed a number of educated men, who were chiefly engaged in a voluminous foreign correspondence. At the time that Cuffe entered his service, Edward Reynolds, [Sir] Henry Wotton, Anthony Bacon, and Temple were already members of Essex's household, and the new comer was described as a ‘great philosopher’ who could ‘suit the wise observations of ancient authors to the transactions of modern times.’ He accompanied Essex in the expedition to Cadiz in 1596, and wrote an account of it on his return for publication, but this was prohibited by order of the queen and her council. Anthony Bacon, to whom Cuffe confided the manuscript, succeeded, however, in distributing a few copies. On Essex's acceptance of the lord-lieutenancy of Ireland, Cuffe sailed to Dublin in the earl's company in April 1599. In the following August he visited London to deliver to the queen those important despatches in which Essex excused himself for his delay in suppressing Tyrone's rebellion. ‘Mr. Cuffe,’ wrote Rowland White to Sir Robert Sidney (12 Sept. 1599), ‘hath had access to the queen, who came of purpose marvellously well instructed to answer such objections as her majesty could lay to his [i.e. Essex's] charge, and I hear that Cuffe hath very wisely behaved himself to her majesty's better satisfaction’ (Sidney Papers). But the royal letter which Cuffe carried back to Essex was not conciliatory, and on 28 Sept. Cuffe accompanied his master on his sudden visit to London which ended in Essex's imprisonment. During the latter months of the earl's confinement Cuffe appears to have been in continual intercourse with him, and after his release (26 Aug. 1600) definitely re-entered his service. He was deeply interested in Essex's reinstatement at court, both on grounds of personal ambition and of affection for his employer, and, now that few friends had access to the earl, was much in his confidence. For a man of Essex's temperament he was the worst possible counsellor. He urged him to seek at all hazards an interview with the queen, and argued that Elizabeth would be unable to withhold her favour from him after she had heard from his mouth the story of his grievances and of the animosity with which the Cecils, Raleigh, and others regarded him. He deprecated all compromise with those he regarded as the earl's enemies; taunted Essex with having already submitted voluntarily to many degradations; advised Essex's friends to form an alliance with all political malcontents in order to make themselves a party to be feared; laid