He was educated first at Heatherdown School near Ascot, then at Eton College and at Christ Church, Oxford, where he read modern history.
Egremont has worked for the American publishing firm Crowell Collier Macmillan and on the staff of US Senator Hugh Scott in Washington, D.C.. Egremont's first book The Cousins: The Friendship, Opinions and Activities of Wilfrid Scawen Blunt and George Wyndham was published in 1977 and won the Yorkshire Post Prize for the best first book of that year.
His biography of Major General Sir Edward Spears, Under Two Flags, was published in 1997 and was short listed for the Westminster Medal for Military History.
Egremont's Siegfried Sassoon came out in 2005 and was short listed for the James Tait Black Memorial Prize.
Egremont married Caroline Nelson, a garden designer, granddaughter of Almeric Paget, 1st Baron Queenborough, in 1978.