He was the son of William Henry Stevens and Ellen Petherick. The family appears to have been well off, and in the 1910 census Henry and his brother were living with their mother, on their own income.
In 1911 Arrangement in Grey: Portrait of the Painter y122 was bought by Henry Glover Stevens, who bequeathed it to Detroit Institute of Arts. The Shore, Pourville y521 was bought by Stevens in 1913 and passed to his niece Alice Woodruff Owen (Mrs J. Owen).
Young, Andrew McLaren, Margaret F. MacDonald, Robin Spencer, and Hamish Miles, The Paintings of James McNeill Whistler, New Haven and London, 1980 .