Frederick Wilhelm was the son of Friedrich Kasimir Kettler, Duke of Courland and Semigallia and Princess Elisabeth Sophie of Brandenburg.
When in 1701 Semigallia was occupied by the Swedes, Friedrich Wilhelm and his mother went to his uncle Frederick, who later was crowned the first king in Prussia.
He stayed in Prussia until 1709 when, after Russian victories against Sweden, at the age of 17 he was engaged to Anna, daughter of Tsar Ivan V who himself was half brother of Peter the Great.
The Council of the Duchy in 1709 recognized Friedrich Wilhelm as an adult and the young Duke arrived in Libau (now Liepāja) in 1710.
However, on the way back from Saint Petersburg, Friedrich Wilhelm died on 21 January 1711 in the postal station, and his widow Anna, together with the Duke's corpse, arrived in Mitau only on 4 March.