His grandfather was a brother to James De Lancey and a grandson of Stephen Delancey, a French Huguenot who became a successful New York merchant and married Anne Van Cortlandt, the third child of Gertrude Schuyler and Stephanus van Cortlandt, the Chief Justice of the Province of New York.

His paternal aunt, Susan Augusta DeLancey, was married to the prominent author James Fenimore Cooper.

He studied at the University of Pennsylvania but transferred to Hobart College in Geneva, New York, upon his father's elevation to Bishop in 1839.

[3] In 1867, he traveled abroad and stayed for more than two years, partly working in England, and also to visit Asia Minor, Northern Africa, the Holy Land.

[1] After a funeral at Trinity Episcopal Church in Ossining, he was buried in the family burial ground at Mamaroneck by the side of his father and grandfather.