He was born in the parish of St. Gabriel, Fenchurch Street, London, on 10 February 1565, the eldest son of Richard Whitelocke, a merchant.
After being educated at Merchant Taylors' School under Richard Mulcaster, he was sent to Christ's College, Cambridge, where he matriculated as a pensioner in November 1581, and graduated B.A.
Subsequently, he obtained a commission as captain of a troop of infantry from the governor of Provence (M. Desguieres), and was stationed successively at Marseilles and Grenoble; he saw some active service during the civil wars in France.
He was arrested as an abettor of Essex's rebellion, and was indicted of high treason, but, though brought before the court of king's bench, was not tried, but allowed to go on parole before he obtained a final discharge.
He happened, however, to dine with the Earl of Northumberland and his kinsman Thomas Percy on 4 November 1605, the day before the Gunpowder Plot.