On 25 April 1629 he and his first cousin Elizabeth Fones were married, to the dismay of the families. The next year, shortly after his father had sailed for Massachusetts, Henry shipped out on the "Talbot" and arrived at the Massachusetts Bay Colony on July 1, 1630. On the very next day, out on an expedition, he drowned while attempting to swim across the river to retrieve a native canoe. He died before his father was aware that he had arrived in America.
His wife Elizabeth and infant daughter, Martha Johanna Winthrop, came to the Colony the following year. By disagreeing with some of the rigidness of life in Salem, and through her several marriages (including one without proof of divorce from the previous husband), Elizabeth would gain notoriety in the colonies, as outlined in the best-selling novel "The Winthrop Woman" by Anya Seton.