His paternal grandfather was Archibald Primrose, 5th Earl of Rosebery, the Liberal Prime Minister of the United Kingdom from 1894 to 1895.
His paternal grandmother was the heiress Hannah, Countess of Rosebery (daughter of Mayer de Rothschild), who was regarded as the richest woman in England in the late 19th century.
During World War II he was educated at Sandroyd School[2] before being evacuated to America, attending the Millbrook School in Millbrook, N.Y. (A slightly older student who attended at the same time, writer William F. Buckley Jr., would remark in a magazine article in 1981 that the young lord had been an uncontrollable "brat".
Rosebery resided at the family seat Dalmeny House near Edinburgh with his wife.
[4] Their son and youngest child, Harry, bore the courtesy title Lord Dalmeny until succeeding to the Rosebery earldoms, viscountcies and baronies.