Sir Henry’s final posting was as Governor and Commander-in-Chief Malta. He arrived in Malta on the 28th September 1888 and within one month he had founded Royal Malta; with a clubhouse in St Anne’s Ditch and a 9-hole course laid out around the bastions (better known as the Hornworks). Not much of a golf course - with practically no turf and with 'greens' of puzzolana concrete, covered with sand to give the ball some stop. The so-called fairways were no more than 20 yards wide stone walls, in some cases 150 feet high, on both sides. The ball could either ricochet from one side to another or become lodged in the battlements. At least this form of golf satisfied the voracious appetite for golf of the servicemen stationed on the island. Fortunately some photographs of this unique course still survive and are reproduced on this page. Golf was also apparently played at the Mosta garrisons but no record of this 'course' exist.

At the time the then Duke of Edinburgh, Prince Alfred Ernest Albert, third son of Queen Victoria , was based in Malta as Commander of the Mediterranean Fleet and became one of the founder members of the club. Hence the royal patronage from where the club gets its name. The circle of golf clubs in the Commonwealth with Royal status is an exclusive one, with just 65 members.