The first USS Henley (DD-39) was a modified Paulding-class destroyer in the United States Navy during World War I and later in the United States Coast Guard, designated as CG-12. She was named for Robert Henley. Henley was launched on 3 April 1912 by the Fore River Shipbuilding Company, in Quincy, Massachusetts; sponsored by Miss Constance Henley Kane, great-grandniece or Robert Henley; and commissioned at Boston, Massachusetts, on 6 December 1912, with Lieutenant Commander W. L. Littlefield in command.