[1] Stephenson was born in St George Hanover Square in London, the eldest son of Sir Augustus Keppel Stephenson (1827–1904) and his wife, Eglantine Pleydell-Bouverie, daughter of Edward Pleydell-Bouverie.
[2] He was called to the Bar from the Inner Temple in 1888 and practised as a barrister at the Central Criminal Court and on the South Eastern Circuit.
[4] He also was a captain and later an Honorary Major in the 2nd Volunteer Battalion the Wiltshire Regiment.
They had four sons (including John Stephenson, a future Lord Justice of Appeal) and one daughter.
[citation needed] In Who's Who, he gave his recreations as shooting, fishing, and golf and his club as Brooks's.