Henry Wemyss Feilden was born on October 6, 1838, in Newbridge, England.

He was a British Army officer, Arctic explorer, and naturalist. He was educated at Cheltenham College. After joining the Black Watch in 1857, he fought in the suppression of the Indian Mutiny and at the Taku Forts in China in 1860. In 1862, he volunteered for the Confederate States Army during the American Civil War (1861−1865). He then returned to the British Army, where he made captain in the Royal Artillery in 1874. He served in the First Boer War (1881) and the Second Boer War (1900). He was decorated for his service in India, China, and South Africa, and was appointed a Companion of the Order of the Bath for his services to Imperial Yeomanry in 1900. Feilden also collected information on the geology, flora, and fauna of newly explored areas, and served as naturalist on Sir George Nares' British Arctic Expedition of 1875-1876 onboard Alert. In 1880, he settled in Wells-next-the-Sea, Norfolk. He joined the Norfolk and Norwich Naturalists' Society in 1880 and became its President in 1885. He contributed to Transactions of the Norfolk and Norwich Naturalists' Society and submitted scientific papers to The Zoologist and Ibis (the journal of the British Ornithologists' Union, to which he was elected in 1873). In 1895 and 1897, he participated in expeditions to Novaya Zemlya, Kolguyev, Spitsbergen, Lapland, and the Kara Sea. He was a Fellow of the Royal Geographical Society.

In 1864, he married Julia McCord (1837–1920). He died on June 8, 1921, in Sussex, England.