After Louis XIV's marriage to Maria Theresa of Spain on 9 June 1660, Queen Anne turned her attention to the marriage of Philippe. He had previously been encouraged to court his older cousin the Duchess of Montpensier but she declined the union.
Philippe would marry instead another first cousin, Princess Henrietta of England (youngest child of King Charles I of England and his wife Queen Henrietta Maria, who was Philippe's aunt). The French court officially had asked for Henrietta's hand on behalf of Philippe on 22 November 1660 while she was in England visiting her sister Mary.
The couple signed their marriage contract at the Palais Royal on 30 March 1661. The ceremony took place the next day in the same building in front of select members of the court. Known as Henriette d'Angleterre in France, and Minette to her intimates, she was known officially as Madame and was ever popular with the court. Court gossip later said that the king was the father of Henrietta's first child. Henrietta's very open flirting is said to have caused a jealous Philippe to retaliate by beginning to flaunt his sexuality openly in a less than accepting era.
Henrietta's flirting with the king started early in the summer of 1661 while the newlyweds were staying at the Palace of Fontainebleau for the summer. Philippe complained to his mother about the intimacy that Louis and Henrietta displayed, which led Queen Anne to reprimand both son and daughter-in-law. Relations were further strained when Henrietta allegedly seduced Philippe's old lover, the comte de Guiche.
The couple moved from the Tuileries in early 1662 to the Palais Royal. Later in March of the same year, Philippe became a father when Henrietta gave birth to their daughter Marie Louise, the future wife of Charles II of Spain. Henrietta's disappointment at the birth of a daughter was great, and she even remarked that she should "throw her into the river!" This greatly offended Queen Anne, who adored her first granddaughter. For his part, Philippe would always consider Marie Louise his favourite child. The girl was baptised on 21 May 1662. On the same day Philippe took part in the famous Carrousel du Louvre, where he dressed extravagantly as the King of Persia with the king as the King of the Romans and all ladies of the court in attendance.
In 1664, Henrietta gave birth at Fontainebleau to a son who was given the title Duke of Valois. Philippe wrote to his brother-in-law Charles II of England "that your sister was this morning safely delivered of a fine boy. The child seems to be in excellent health".
In 1665, the comte de Guiche was exiled from the court with Philippe reporting to Queen Anne that Henrietta had had private interviews with the dashing nobleman.
Philippe's and Henrietta's son died of convulsions in 1666, having been baptised Philippe Charles d'Orléans hours before death. The loss of the little Duke of Valois affected Henrietta greatly. Philippe, however, was anxious to maintain the allowance which his son had received from the king. This death only augmented the grief of a court still in mourning for the death of Queen Anne in January.
Philippe took part in the War of Devolution in 1667 while Henrietta remained at Saint Cloud in a state of pregnancy. On the field, Philippe took an active part in the trenches at Tournai and Douay and distinguished himself through his valour and coolness under fire. But Philippe later became bored with battle and interested himself more in the decoration of his tent. Hearing that Henrietta was ill due to a miscarriage, he returned to Saint Cloud, where she was recovering from an ordeal which almost cost her her life. Upon her recovery, Philippe returned to the battlefield and distinguished himself at the Siege of Lille (1667).
In January 1670, Henrietta prevailed upon the king to imprison the Chevalier de Lorraine, first near Lyon, then in the Mediterranean island-fortress of the Château d'If. He was finally banished to Rome after offending the king and Henrietta by boasting that he could get Philippe to divorce her. In retaliation for the Chevalier's treatment, Philippe withdrew to his estate at Villers-Cotterêts, dragging Henrietta with him. By February, Philippe's protests and pleas persuaded the king to restore the Chevalier to his brother's entourage.
The couple had their last child in August 1669, a daughter who was baptised Anne Marie at the private chapel of the Palais Royal on 8 April 1670 by Philippe's first chaplain, the bishop of Vabres.
Henrietta is best known to political historians in France for her part in negotiating the Secret Treaty of Dover, an offensive and defensive treaty between England and France signed at Dover on 1 June 1670. It required France to assist England in her aim to rejoin the Roman Catholic Church and England to assist France in her war of conquest against the Dutch Republic. The Third Anglo-Dutch War was a direct consequence of this treaty. Having returned to France at the end of June 1670, Henrietta had to endure Philippe's blatant spite[60] for her part in the Chevalier's exile and her secret mission to Dover. Despite tense relations, she traveled to Saint Cloud on 24 June, when she started to complain of pains in her side. Relaxing at Saint Cloud on 30 June, she collapsed on the terrace at the palace. Taken inside, she was undressed and started to exclaim that she had been poisoned. She subsequently died between the hours of two and three in the morning of 30 June 1670 at the age of 26. The Chevalier de Lorraine and the Marquis d'Effiat were accused of poisoning her, however an autopsy was performed which found that Henrietta died of peritonitis caused by a perforated ulcer.
Henrietta was mourned greatly at the court of France, but little by her husband, due to their strained relationship. Louis XIV himself looked for a second wife for Philippe, who was eager to have a male heir to continue the Orléans line.