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Fane was born at Curzon House, 8 South Audley Street, Mayfair, London, the second and youngest son of Francis Fane, 12th Earl of Westmorland and Lady Adelaide Ida, daughter of Richard Curzon-Howe, 1st Earl Howe.
Rupert Gunnis, Eridge Castle and the Family of Nevill, unknown date & publisher.
Henry Fane (1669–1726) of Brympton, Somerset was a great-grandson of Francis Fane, 1st Earl of Westmorland and father of Thomas Fane, 8th Earl of Westmorland.
Henry Fane was the grandson of Francis Fane, a Restoration dramatist, and son of Henry Fane (1669–1726) of Brympton and Anne, sister and coheir of John Scrope of Wormsley.
Sir Henry Fane, MP (1650–1706) only son and heir of George Fane (1616-1663) and a grandson of Francis Fane, 1st Earl of Westmorland.
Henry Fane of Brympton (1669–1726), a great-grandson of Francis Fane, 1st Earl of Westmorland and father of Thomas Fane, 8th Earl of Westmorland.