|Birth||21 July 1668, Schloss Moritzburg, Saxony-Anhalt, Germany|
|Death||18 December 1713, Neustadt an der Orla, Saale-Orla-Kreis, Thuringia, Germany (aged 45 years)|
Frederick Heinrich of Saxe-Zeitz-Pegau-Neustadt (b. Moritzburg, 21 July 1668 - d. Neustadt an der Orla, 18 December 1713), was a German prince of the House of Wettin.
He was the fourth (but third surviving) son of Maurice, Duke of Saxe-Zeitz, and his second wife, Dorothea Maria of Saxe-Weimar.
In Öls on 23 April 1699, Frederick Henry married Sophie Angelika of Württemberg-Oels. Shortly after, his older brother, Duke Moritz Wilhelm, Duke of Saxe-Zeitz, gave him the towns of Pegau and Neustadt as appanage. From then on, he assumed the title duke of Saxe-Zeitz-Pegau-Neustadt (Herzog von Sachsen-Zeitz-Pegau-Neustadt). His wife Sophie died after only nineteen months of marriage on 11 November 1700.
In Moritzburg on 27 February 1702, Frederick married for a second time to Anna Fredericka Philippine of Schleswig-Holstein-Sonderburg-Wiesenburg. They had two children:
- Maurice Adolph Charles (b. Moritzburg, 1 December 1702 - d. Pöltenberg, 20 June 1759), Duke of Saxe-Zeitz-Pegau-Neustadt (1713–18), Bishop of Hradec Králové (Königrgrätz) (1732) and Litoměřice (Leitmeritz) (1733–52),
- Dorothea Charlotte (b. Moritzburg, 20 May 1708 - d. Moritzburg, 8 November 1708).
The death of his nephew, the Hereditary Duke Frederick August, on 17 February 1710, made him the heir apparent of the duchy of Saxe-Zeitz, because his immediate older brother Christian August was a priest.
Nevertheless, he died three years later, five before his brother Maurice Wilhelm. His only son, Maurice Adolf Karl, succeeded him in Pegau-Neustadt, but, still a minor, he was placed under the custody of his uncle Maurice Wilhelm and became the new heir apparent of Saxe-Zeitz. However, soon afterwards (1718) the young Maurice Adolf himself became a priest and renounced his claims to the duchy, which made the extinction of the Saxe-Zeitz line inevitable.
Without other male heirs, Zeitz was finally merged into the Electorate of Saxony after the death of Maurice Wilhelm.