Captain Henry Gary was an English governor of Bombay during the period that Bombay was a Crown Colony of England prior to the rule of the Honourable East India Company. He assumed the office on 22 May 1667 and left office on 23 September 1668. He raised the general revenues of the Bombay island, enlarged the land-forces, mounted artillery on substantial carriages, and improved the fortifications of the island
Some claimed Gary was of either Venetian or Greek origin. He became governor on the death of his predecessor Sir Gervase Lucas. Gray had a house in Goa. Gray was replaced as governor by Gerald Aungier the first English East India Company governor of Bombay.
Gary later served as the first Chief Justice of Bombay to not simultaneously serve as governor.