Hans Henrik von Essen was born at Kavlås Castle in Tidaholm Municipality, Västra Götaland County, Sweden. He was educated at Uppsala University. He entered the army becoming a cornet at age 18. He accompanied Gustav III in his travels and campaigns. He accompanied Gustav III at the 1792 maskerade ball at the Royal Opera House in Stockholm on March 16, 1792 where the king was shot and mortally injured. Hans Henrik von Essen was credited with immediately ordering the doors to the ball room to be locked, in order not to let the assassin get away.