Born at Wolfenbüttel, he was a son of Duke Francis II and his second wife Maria, daughter of Duke Julius of Brunswick and Lunenburg. Julius Henry studied at the University of Tübingen and entered into the service of King Gustavus Adolphus of Sweden afterwards. In expectation of becoming appointed Prince-Bishop of Osnabrück he converted to Roman Catholicism as a young man. In imperial service Julius Henry commanded a regiment in the Uskok War against the Republic of Venice in 1617, later a regiment in Hungary. Julius Henry fought in the Battle of the White Mountain. As chamberlain of Emperor Ferdinands II the latter sent him as envoy to King Christian IV of Denmark and Norway. In 1619 Julius Henry, a certain Count of Altheim, and Charles Gonzaga founded the Order of the Conception, papally confirmed in 1624. In 1623 the emperor conveyanced the lordship in Schlackenwerth, which he had deprived from the Schlick family disgraced after participating in the insurgency defeated at the White Mountain, to Julius Henry. He prompted the construction of the White Palace next to the old palace of the Schlicks. Julius Henry made the White Palace his domicile. In 1629 Julius Henry was given supreme command over the imperial troops in Poland and in this function he negotiated a peace with John George I, Elector of Saxony in 1632, after the latter had refused to join a Lutheran wart coalition under Gustavus Adolphus. Julius Henry was considered a confidant and close friend of Albrecht von Wallenstein. Thus Julius Henry was suspected to be involved in Wallenstein's assaults against the emperor. After Ferdinand had successfully instigated Wallenstein's murder the latter's friends were arrested including Julius Henry and incarcerated in Vienna. Julius Henry successfully denied the competence of the imperial juridical commission which inquired against him, insisting on his status of immediate prince of the empire only to be judged by a college of his like. After the Peace of Prague in 1635 Ferdinand II released Julius Henry from imprisonment. After the accession of Emperor Ferdinand III in 1637 Julius Henry was again envoyed in several diplomatic missions.
Ruling Saxe-Lauenburg
In 1656 Julius Henry succeeded his elder half-brother Augustus as Duke of Saxe-Lauenburg. When ascending he confirmed the existing privileges of the nobility and the estates of the realm. In 1658 he forbade his vassals to pledgeor else alienate fiefs, thus fighting the integration of manor estates in Saxe-Lauenburg into the monetary economies of the neighbouring city-states of Hamburg and Lübeck. He entered with both city-states into frontier disputes on manor estates which were in the process of evading Saxe-Lauenburgian overlordship into the competence of the city-states. In 1659 Duke Julius Henry decreed in his general disposition "to also esteem the woodlands as heart and dwell of the Monarchy of Lower Saxony." The Duchy of Saxe-Lauenburg also used to be called simply Lower Saxony. From 1659 on Julius Henry employed Johannes Kunckel as head of the ducal pharmacy. In 1663 Julius Henry bought the castle in Hauenstein from the von Schlick family, making it part of the ducal Schlackenwerth domain. He further acquired the lordship of Ploschkowitz. Julius Henry died of age in Prague in 1665 and was buried in Schlackenwerth.
Francis Erdmann of Saxony, Angria and Westphalia , duke of Saxe-Lauenburg between 1665 and 1666
Julius Henry's last wedding took place in Vienna on 18 August 1632 with Anna Magdalena of Lobkowicz, daughter of Baron William the Younger Popel von Lobkowitz. Anna Magdalena was the only wife to officiate as Duchess of Saxe-Lauenburg, after her husband had ascended the throne on 18 January 1656. They had six children, however, only two survived infancy: