Sir Henry was the founder of the Cotesby or Cossey branch of the Jerninghans in the County of Norfolk, England (Betham, The Baronetage of England, 1801-1803, p. 232, table 33). Sir Henry used the Jernigham spelling of his name to distinguish himself from the Jernigans whom he disliked. (John Bennett Boddie Historical Southern Families, vol. IV, p. 121 et. seq.) Research shows that Sir Henry Jerningham achieved fame (or notoriety) among the Jerningham generations by adhering to the cause of Queen Mary on the demise of Edward VI. Sir Henry Jerningham was an ardent supporter and he, with all his "tenantry", joined forces with her at Kenninghall in Jul 1553. Sir Henry captured Yarmouth and rallied the county of Norfolk to her cause. He was made Knight of the Bath at the Queen coronation. He therefore stood high in the Queen's favor was constituted by her majesty, immediately after her accession, Vice-Chamberlain, Captain of the Guard, Master of the Horse and of the Household and one of the Privy Council.
Sir Henry also obtained grants from the Queen of several large manors, particularly those of Cotesby in Norfolk and Wingfield Castle in Suffolk. The former he made the cheif place of residence of the family, having rebuilt the mansion (on the south bank of the river Tud). On 20th May 1555 (Calendar of Patent Rolls - Phil. and Mar. vol 2 p321) Robert Dudley, knight, bargained and sold to Sir Henry Jernyngham, knight, vice- chamberlain of the Household and to dame Frances his wife, the reversion of the manor and park of Corsey alias Costessey alias Cossey, late parcel of the lands of Charles, late Duke of Suffolk, then and now in the tenure of the lady Anne of Cleves for life by patent of Henry VIII, also the said manor and park and all lands and liberties (long list) belonging to the same in Cossey, Earlham, Bawburgh, Bowthorpe, Easton, Colton, Marlingford, Barford, Wramplingham, Melton, Hethersett, Honingham, Thorpe, East Tuddenham, Brandon, Runhall, Weston, Morton, Ringland, Felthorpe, Taverham, Carleton, Sall and Yaxham, co. Norfolk. And all rights and interest in the premises to hold to them and the heirs of their bodies and in default to their right heirs in fee; Confirmation, in consideration of Jerningham's service to the Queen at Framlyngham, co. Suffolk, in suppressing the rebellion of the Duke of Northumberland and in Wyatt's rebellion, of the estate and interest of him and Frances in the said reversion and premises and release to him of all claim which the Queen has in the reversion, to hold them as aforesaid in chief by the service of one fortieth part of a knight's fee. These without fine or fee. In 1557, on the death of Anne of Cleves the manor reverted to Henry and Frances. The family held the estate for the next 362 years.
When Queen Elizabeth came to the throne in 1558, Sir Henry was deprived of his high offices and all his manors and other properties were confiscated. Sir Henry entertained Queen Elizabeth there in her progress through Norfolk; but his allegiance to the ancient faith seems to have been a bar to any favour in Court during that Queen's reign, he lost his place on the Privy Council. Sir Henry was aware of the dangers of celebrating the Mass in a manner contrary to the practices of the established Church of England so he had a secret chapel constructed under the roof of his new Manor House. For nearly 200 years this little chapel was one of the few places where the practice of Roman Catholicism was effectively maintained in England. There is no doubt that was sanctuary in the house for Catholics priests clandestinely visiting the Jerninghams, there were a 'chaplains stairs' and a 'priest's hole'. Two priests reputedly living or visiting the Jerninghams were a "Mr Pratt" and John Gerard the Jesuit who was tortured in the Tower of London and eventually escaped to France.
In 1578 Queen Elizabeth again visited Cotesby, which indicates that Sir Henry's widow and her household were not at that time being badly treated as were other prominent recusant Catholics.
During the early 16th century the peers holding most land in Gloucestershire were the Berkeleys and the Somersets, earls of Worcester; the latter do not appear to have exercised any significant parliamentary patronage in the county. The most influential patrons, besides the Berkeleys, were Sir John Brydges, later 1st Baron Chandos, and his relatives. If kinship with one or both of these families is taken into consideration, all 13 known knights of the shire during the period could appear on the same genealogical tree. Only Sir Henry Jerningham, a Privy Councillor from East Anglia related to the Kingstons, was not a resident with experience in local affairs. Nearly all frequented the court, either in an official capacity or as figures in their own right on ceremonial occasions or the dependants of great men. Most had military experience, several having held commands of distinction. Only Edmund Brydges, Jerningham and William Rede are known to have had any previous parliamentary experience before sitting for the shire. Arnold, Anthony and William Kingston, and Sir Giles Poole sat repeatedly for the county and several went on to represent other constituencies, often boroughs in Wiltshire. There was a tendency, whether or not by design, to return men with main estates near Gloucester, and only in the first two Parliaments of Mary's reign did neither seat go to one of this group.
On receiving the writ ordering an election of knights of the shire for Suffolk the sheriff of Norfolk and Suffolk chose a day which he announced at both Bury St. Edmunds and Ipswich; the election took place at the shire house in Ipswich. Eight indentures survive from this period. Written in Latin, they are between the sheriff of the one part and the coroners and gentlemen of the shire of the other. Between 20 and 40 of the electors are usually named but in 1545, when after having sat for the county probably without interruption since 1529 Sir Anthony Wingfield was not re-elected, the names of three coroners and 100 gentlemen are given. The sheriff sealed (and on occasion signed) the indenture and returned it with the writ which he endorsed with his signature. In 1547 Sir John Godsalve, whose name follows those of the two coroners at the head of the list of electors, witnessed the indenture along with three others whose signatures are now illegible. The elevation of Sir Thomas Wentworth shortly after the opening of the Parliament of 1529 created a vacancy which lasted until 1532 or early 1533, when Sir Phillip Tylney, a kinsman of Anne Boleyn, and Sir Arthur Hopton were nominated; Cromwell signified his choice of Hopton, but in the absence of a return the outcome is not known. In 1539 Thomas Howard, 3rd Duke of Norfolk told Cromwell that before going north he had arranged in the county for the return of such men ‘as I doubt not shall serve his highness according to his pleasure’. In Jan 1553 King Edward VI recommended the election of Sir William Drury and Sir Henry Bedingfield.
Apart from William Cordell, all the knights of the shire for Suffolk during the period came from a closely-knit group of families. Several were associated with the leading figures in East Anglia, the dukes of Norfolk, the earls of Oxford and Charles Brandon, Duke of Suffolk. Nearly all held posts in the Household and five were Privy Councillors when elected, two others becoming Councillors during their parliamentary careers and three more after they had left the Commons. In 1558 Cordell had recently been appointed master of the rolls and was Speaker-designate. His election with Sir Thomas Cornwallis, the new comptroller of the Household, ended a run by Sir William Drury and Sir Henry Jerningham; Drury was by then a dying man and Jerningham exchanged Suffolk for Gloucestershire, where he also had property.
A bill for clothmaking in East Anglia did not survive after a single reading in the Commons in 1547, but the manufacture of cloth in Suffolk was to be regulated by two Acts (5 and 6 Edw. VI, c.6 and 4 and 5 Phil. and Mary, c.5) passed in the next ten years.