He acceded to the titles in 1939 on the death of his father, Guy Finch-Hatton, 14th Earl of Winchilsea.
His paternal grandfather was Henry Stormont Finch-Hatton, 13th Earl of Winchilsea (1852–1927), and his great-grandfather was Admiral Sir Henry Codrington (1808–1877), a captain who provided refuge on board ship for Leopold II, Grand Duke of Tuscany and his family who were fleeing from revolutionary forces and then commanded HMS Royal George in the Baltic Sea during the Crimean War.
Codrington went on to be Admiral superintendent of Malta Dockyard and then Commander-in-Chief, Plymouth.
[4] Vanderbilt was the seventh and youngest child of Alice Claypoole Gwynne (1845–1934) and Cornelius Vanderbilt II (1843–1899), the president and chairman of the New York Central Railroad, and grew up in the family home on Fifth Avenue in New York City, and their summer "cottage," The Breakers (built in 1893) in Newport, Rhode Island.
[5] Before divorcing in March 1945,[6] Finch-Hatton and Széchenyi had two sons: On 17 June 1946, he married for the second time to Agnes Mary Conroy, daughter of Patrick Joseph Conroy at the Corpus Christi Church in London.