He is known particularly for his service as British Ambassador to Spain during the Peninsular War where he acted in cooperation with his brother to gain the support of Cortes of Cádiz.

His career was closely connected with that of his elder brothers Arthur and Richard Wellesley, who served as Foreign Secretary between 1809 and 1812.

He became embroiled in a public scandal in 1809 when his wife Charlotte eloped with Henry Paget who as Lord Uxbridge was later to serve as cavalry commander under his brother at the Battle of Waterloo.

In 1794, while on a trip home from Lisbon with his sister Anne, he was captured by the French, and remained in prison during the height of the terror, escaping only in 1795.

In 1797, Wellesley accompanied Lord Malmesbury as secretary on his unsuccessful mission to negotiate peace with the French at Lille.

[citation needed] In 1802 he returned to Europe, and the next year married Lady Charlotte Cadogan, by whom he had three sons and a daughter before she abandoned him in 1809, running off with Lord Paget, a talented cavalry officer.

His eldest son, Henry Richard Charles Wellesley, followed in his father's footsteps as a diplomatist, holding the Paris embassy for fifteen years, and was eventually created Earl Cowley.