Born enslaved in St. Mary’s, Georgia, Henry Delany attended and graduated from St. Augustine’s College in Raleigh, North Carolina, which was founded by prominent Episcopal clergy for the education of emancipated enslaved people and where Delany later became vice principal. Ordained a deacon in 1889 and a priest three years later, Delany served as a member of The Episcopal Church’s Commission for Work among Colored People from 1889 to 1904 and as Archdeacon for Colored Work in the Diocese of North Carolina in 1908.

In 1918, Delany was consecrated Suffragan Bishop for Colored Work in North Carolina and charged with serving the church’s Black population in support of the church’s plan to establish separate, independent Black churches. His duties included work within the Dioceses of East and Western North Carolina, South Carolina, and Upper South Carolina.

Delany was a strong advocate for keeping Black Episcopalians united with the church despite segregation. At the time, his consecration was viewed as an important achievement for Black Episcopalians even though a Suffragan Bishop had little practical authority.