[3] He was educated at Burney's Royal Naval Academy, Gosport, before travelling widely, hunting big game in the Rocky Mountains and visiting India, Ceylon, China and Japan.

[4][5] Paulet inherited the family titles and estates in 1899 on the death of his older brother, the 15th Marquess,[5][6] who was killed in action at the Battle of Magersfontein during the Boer War.

[5] In April 1930, in the High Court, a firm of stockbrokers succeeded in making Winchester personally liable to pay them £2,996, plus their legal costs, in connection with shares he had bought "on behalf of Austin Friars Trust", a Hatry company.

However, in finding for the plaintiffs, the judge, Mr Justice Hawke, described Winchester as a "person of honesty and integrity" who was doubtless speaking what he believed to be the truth.

[11] In England, he had lived at Amport House near Andover, at Denton Hall in Northumberland that he inherited from his mother, who was the second daughter and co-heiress to Henry Robinson-Montagu, 6th Baron Rokeby and at 1, Portland Place, Westminster.

[5][6] For more than a year he had been the oldest ever member of the House of Lords, having surpassed the record previously held by Hardinge Giffard, 1st Earl of Halsbury (1823–1921).

[3] After her death in 1924, and by now the Marquess of Winchester, he married Caroline, the widow of Major Claud Marks of the Highland Light Infantry; she died in 1949.