Shurley was the son of Thomas Shurley of Isfield, Sussex, by his first wife Anne Pelham, daughter of Sir Nicholas Pelham of Laughton, East Sussex and Anne Sackville; and great-grandson of John Shurley (died 1527) who held the office of Cofferer to King Henry VIII.
Sir George Shurley, Lord Chief Justice of Ireland, was his younger brother.
Through his mother, he had a useful family connection to Elizabeth I: his grandmother was a first cousin of Anne Boleyn.
He matriculated on entry to Hart Hall, Oxford on 22 June 1582, aged 14.
[1] He had married firstly his cousin Jane Shurley, daughter of Sir Thomas Shurley, and secondly Dorothy Goring, daughter of George Goring of Danny House, Sussex and Mary Everard, and widow of the wealthy ironmaster Sir Henry Bowyer.