This eccentric character, Henry Constantine Jennings, was born in 1731, and was the son of a gentleman possessed of a large estate at Shiplake, in Oxfordshire. He was educated at Westminster School, and at the age of seventeen years became an ensign in the 1st Regiment of Foot Guards. He held the commission but a short time, and on resigning it went to Italy in company with Lord Monthermer, son of the Duke of Montagu.
While at Rome, young Jennings commenced his first collection of articles of vertu, and ever after obtained the coarse and vulgar _sobriquet_ of "Dog Jennings," in consequence of a circumstance which he thus relates:--"I happened one day to be strolling along the streets of Rome, and perceiving the shop of a statuary in an obscure street, I entered it, and began to look around for any curious production of art. I at length perceived something uncommon, at least; but, being partly concealed behind a heap of rubbish, I could not contemplate it with any degree of accuracy. After all impediments had been at length removed, the marble statue I had been poking for was dragged into open day; it proved to be a huge, but fine dog--and a fine dog it was, and a lucky dog was I to discover and to purchase it. On turning it round, I perceived it was without a tail--this gave me a hint. I also saw that the limbs were finely proportioned; that the figure was noble; that the sculpture, in short, was worthy of the best age of Athens; and that it must be of the age of Alcibiades, whose favourite dog it certainly was. I struck a bargain instantly on the spot for 400 scudi; and as the muzzle alone was somewhat damaged, I paid the artist a trifle more for repairing it. It was carefully packed, and being sent to England after me, by the time it reached my house in Oxfordshire, it had just cost me 80_l._ I wish all my other bargains had been like it, for it was exceedingly admired, as I well knew it must be, by the connoisseurs, by more than one of whom I was bid 1,000_l._ for my purchase. In truth, by a person sent, I believe, from Blenheim, I was offered 1,400_l._ But I would not part with my dog; I had bought it for myself, and I liked to contemplate his fine proportions and admire him at my leisure, for he was doubly dear to me, as being my own property and my own selection."