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Nitta} [T\u00f4hoku Math. J., II. Ser. 40, 425-440 (1988; Zbl 0663.53055)] and \\textit{M. M. Capria} and \\textit{S. M. Salamon} [ Nonlinearity 1, 517-530 (1988; Zbl 0681.53037)] on a quaternionic K\u00e4hler manifold (\\(c_1\\), \\(c_2\\), and \\(c_3\\) are self dual connections).   In this paper a necessary condition for the existence of a bundle \\(F\\) on \\(\\mathbb{H} P^n\\) which admits a \\(c_2\\)-self-dual \\(Sp(r)\\) connection (\\(r\\geq 2\\)) with Chern class \\(c(F)=(1-x)^{-k}\\), where \\(x\\) is the standard generator of \\(H^4(\\mathbb{H} P^n,{\\mathbb{Z}})\\), is given. This condition is expressed in terms of the vanishing of the cohomology group \\(H^1({\\mathbb{P}}^{2n+1},\\tilde{F}(p))=0\\) for \\(p\\leq -2\\), where \\(\\tilde{F}\\) is the pullback bundle of \\(F\\) to \\({\\mathbb{P}}^{2n+1}\\). The construction of \\(F\\) is based on Bellinson's spectral sequence argument. 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