He spent part of his childhood in Liverpool, and was educated in England, at Charterhouse School and Trinity College, Cambridge, where he took a first class degree in the Classical Tripos in 1910.
He then spent a year at the Sorbonne and graduated L. ès L.[1] Roxburgh's first job was at Lancing College where he taught the young Evelyn Waugh.
Early in 1923 he was appointed as the first headmaster of the emerging Stowe School, a project of E. H. Montauban, supported by the Martyrs' Memorial Trust.
David Niven, who was a student of his, wrote, "How he did this, I shall never know, but he made every single boy at that school feel that what he said and what he did were of real importance to the headmaster.
"[3] Roxburgh's goal was to develop students with good character and moral courage, young men that would be "acceptable at a dance and invaluable in a shipwreck.