Born in St James's, he was the son of Henry Thynne, 3rd Marquess of Bath and his wife Harriet, second daughter of Alexander Baring, 1st Baron Ashburton.

He was a devout Anglo-Catholic and a determined opponent of the Public Worship Regulation Act 1874 which sought to suppress Ritualism in the Church of England.

[citation needed] He owned 55,000 acres, largely in County Monaghan, Wiltshire, Somerset and Shropshire.

[3] Beriah Botfield, who tenuously claimed a family connection with the Thynnes, left to the Marquess after his death in 1863 his collections of early printed and colour plate books and paintings including Dutch landscapes, which have largely remained at Longleat House.

They had six children: Lord Bath died in 1896, aged 65, in Italy and was buried at Longbridge Deverill, Wiltshire.