Keppel was a descendant of King Charles II,[citation needed] and was also the great-grandfather of Queen Camilla.
Keppel was the third son of William Keppel, 7th Earl of Albemarle, treasurer of Queen Victoria's household, and his wife, Sophia Mary, Countess of Albemarle (d. 5 April 1917), daughter of Sir Allan Napier MacNab, speaker of the Canadian Parliament.
On 1 June 1891, Keppel married Alice Frederica Edmonstone, the youngest daughter of Mary Elizabeth, née Parsons (1823–1902), and Admiral Sir William Edmonstone, 4th Baronet (1810–1888).
In 1898, Keppel's wife became a mistress and confidante to Edward, Prince of Wales.
Keppel knew of the affair and would leave their house on Portman Square when King Edward VII visited his wife.