He was the eldest son of William Wellesley, 2nd Earl Cowley (1834–1895), and the former Emily Gwendoline Peers-Williams (1839–1932).

His grandfather, the 1st Earl Cowley, was Queen Victoria's Ambassador to France for fifteen years and was a nephew of the 1st Duke of Wellington and the 1st Marquess Wellesley.

[4] On 17 December 1889, at St George's Church in Hanover Square, Westminster, he was married to Lady Violet Nevill, the daughter of William Nevill, 1st Marquess of Abergavenny, and the former Caroline Vanden-Bempde-Johnstone (a daughter of Sir John Vanden-Bempde-Johnstone, 2nd Baronet).

Millicent Florence Eleanor (née Wilson) Cradock-Hartopp (1872–1952) on 14 December 1905 at Colombo in Sri Lanka.

[12] Clare, who was by then divorced from her husband Geoffrey Buxton of Dunston Hall, was a daughter of Sir Francis Stapleton, 8th Baronet, and Mary Catherine Gladstone.