Thorpe was born January 7, 1875, in Northfield, Minnesota, and in 1894 received an appointment to the United States Naval Academy in Annapolis, Maryland.

He resigned in November 1896 but when the Spanish–American War started he applied for a commission in the Marine Corps and was appointed a Second Lieutenant.

In 1903–1904, Captain Thorpe commanded the Marine guard of the American diplomatic mission to Abyssinia, and photographed the emperor Menelik II.

[3][4] He married Cora Wells of Minnesota, and the marriage produced daughter Amy Elizabeth Thorpe, who became an American spy, codenamed "Cynthia", who worked for William Stephenson during World War II, director of British Security Coordination, a cover organization in New York City set up by British Secret Intelligence Service (MI6) in 1940.

[citation needed] They had had three children; the eldest, Amy Elizabeth Thorpe, was a successful World War II spy.