Neville was born in 1620, the fourth generation to be named Henry. His grandfather, Sir Henry Neville, had served as Ambassador to France. He was educated at Merton and University Colleges at Oxford, but left without graduating. He spent most of the period of the English Civil War travelling on the European continent. In April 1649 he was elected to Parliament to fill a vacancy as MP for Abingdon. By the end of 1651 he was a member of the Council of State, but found himself so hostile to Cromwell that he temporarily retired from active politics. However, he returned to Parliament in 1656, representing Reading, having become a member of Harrington's republican group.
After the Restoration, he was arrested for treasonable practices in 1663 but was released without punishment, not being regarded as dangerous. He spent the rest of his life in quiet writing and scholarship. Neville wrote a number of satires, the best known being The Parliament of Ladies. He also published translations from Latin and Italian, including works of Machiavelli before his death in 1694.