Arthur was born in Fullarton, South Australia, the eldest son of Joseph Harrold (c. 1821 – c. 5 April 1891) and around 1857 the family returned to England.
[4] Around 1896 it was becoming apparent that Harrold Brothers' finances were built on a shaky foundation, but he resisted calls for him to resign from parliament.
Insolvency hearings dragged on for three years, with C. C. Kingston defending Arthur and C. M. Muirhead appearing for his brother Ernest.
Arthur married Eva Annie Morgan ( – 5 October 1931) on 25 February 1879 and lived at Barnard-street, North Adelaide.
They had two children: His brother Ernest Eyston Harrold (22 October 1856 – 1907) was also born in Fullarton, South Australia.