Menzies was educated at the private Cargilfield Preparatory School in Edinburgh, before obtaining a scholarship to Glenalmond College, Perthshire.

He served as a Temporary Sheriff from 1996 to 1997, and as Chairman of the Scottish Planning, Local Government and Environmental Bar Group from 1997 to 2001.

He was appointed an Advocate Depute in January 1998,[3] replacing Alan Turnbull QC, and became Home Advocate Depute in September that year, replacing Alastair Campbell, who resigned to concentrate on his role in the Pan Am Flight 103 bombing trial.

Menzies was promoted to the Inner House in 2012 and received the customary appointment to the Privy Council.

His interests include shooting, golf and wine, and he is a member of the von Poser Society of Scotland, the Saintsbury Club, the New Club and the Honourable Company of Edinburgh Golfers, and a founding member of the Scottish Wine Society.