His father had been Vice-Chamberlain of the Household to Queen Mary and George I[2] and briefly (in 1704) Teller of the Receipt of the Exchequer.

When Coke was nineteen he embarked on the traditional Grand Tour of Europe, despite being appointed Surveyor-General of His Majesty's Customs two years before when he was just 17.

Whilst in Italy he had his portrait painted by the Italian painter, Pompeo Batoni – who made a good living from young English aristocrats.

Between 1742 and 1745, Coke hired William Smith to remodel the gardens of Melbourne Hall which, together with rebuilding the front and east wing, completed the plans of his father who had died prematurely.

In 1745 a key event happened in British History when Bonnie Prince Charlie travelled with Scottish supporters south towards London to claim the throne of England.