Er war das erste Kind des Kurfürsten Friedrich V. von der Pfalz und König von Böhmen und seiner Gattin Elisabeth Stuart und galt wie fast alle Kinder des Kurfürstenpaares als sehr begabt. Über seine Geburt lesen wir Folgendes: "Her [seiner Mutter Elisabeth Stuart] sufferings were less prolonged than is usual at a first birth. The child [Friedrich Heinrich] born between twelve and one on the morning of Sunday, January 2nd. 1614, showed no signs of having been brought into the world prematurely, and he was the Frederick Henry whom the English poets had longed to see. When Elizabeth was told the sex of her infant, 'a beautiful young prince very like M. l'Electeur [also sein Vater]', 'she rejoiced' and uttered an heroic wish that a salute should be fired. ... they [Elisabeth Stuart und ihr Gatte] were now the happy parents of 'a little son, very healthy and large'. ... The birth of an heir to the Prince and Princess Palatine aroused delirious enthusiasm in their own principality, in the Unites Provinces, and especially in Great Britain. James I could not do enough for the daughter who had made him a grandsire. ... At the next meeting of Parliament a bill was passed naturalizing Prince Frederick Henry, and declaring him lawful successor to the throne of England after his mother. ... The messengers bringing the news 'that the Lady Elizabeth was brought to bed' [Umschreibung für "sie brachte ein Kind auf die Welt"] travelled with great speed considering the severity of the weather this New Year. By January 8th the bells of St Margaret's Westminster, were ringing a joy-peal and bonfires were ablaze in the City. The inhabitants of Edinburgh celebrated the birth of 'the little Palatine' with more enthusiasm than they had displayed when an heir had been born to Mary Stuart in their own capital. ... Frederick Henry's baptism took place on March 6th. The sponsors were the King of England, grandsire, the Electress Dowager [Louise Juliane von Oranien, die Kurfürstin von der Pfalz], granddam, the Duke and Duchess of Zweibrücken, uncle and aunt, the Prince of Orange [Philipp Wilhelm von Oranien] and Prince Maurice of Nassau, great-uncles, and the free knights of Swabia, Franconia and the Rhine ... Prince Maurice of Nassau sent his godson a crystal ship. ... When he was four months old he had an illness lasting three days, described by Schomberg [Colonel Schomberg, British Agent to the Protestant Princes of the Union] as measles, but thereafter the heir never gave anyone a moment's anxiety. ... She [Elisabeth Stuart] was generally reported to have had a perfectly normal first confinement, nevertheless for some weeks she continued to feel extraordinarily ill." (in: Carola Oman: Elizabeth of Bohemia, id., pp. 132-134). Der Rufname des kleinen Prinzen war übrigens "Heinrich". (in: Carola Oman: Elizabeth of Bohemia, id., p. 180).
Seine Eltern verloren ihn bereits im Jahr 1629, als er in der Nähe von Haarlem ertrank.