His great-grandfather, Colonel John Donelson, co-founder of the city of Nashville, was the father-in-law of President of the United States Andrew Jackson.

During the American Civil War, Caffery served in the Confederate army as a lieutenant in the 13th Louisiana Infantry Regiment.

Caffery began a full six-year term in 1894, on election by the Louisiana State Legislature, and he served in the Senate until 1901.

He was a strong anti-imperialist and anti-expansionist, a position driven by his concern that new American possessions in tropical climes (like Puerto Rico, Hawaii, and the Philippines) would harm his fellow Louisiana sugar planters by flooding the market with cheaper (and now tariff-free) sugar.

[3][4] He was the first nominee for President of the United States of the "Democratic National Party" at its Indianapolis Convention in 1900 but declined the nomination of this group.