Born on 4 December 1836 at Yeovilton in Somerset, Law was third son and fourth of eight surviving children of William Towry Law (1809–1886), Lord Ellenborough's youngest son, by his first wife, Augusta Champagné (died 1844), fourth daughter of Thomas North Graves, 2nd Baron Graves.
The father originally served in the Grenadier guards, but in 1831 had taken orders in the Church of England, and at the time of his son's birth was rector of Yeovilton and chancellor of the diocese of Bath and Wells, of which his kinsman George Henry Law was bishop.
In 1855, however, under the influence of his father's friend, Frederick William Faber, he entered the Brompton Oratory, London, where he was ordained priest in 1860.
He remained in the Oratory till 1878, when, owing to a loss of his faith in the teaching of the Catholic Church, he left its communion.
To the Dictionary of National Biography he contributed sixteen articles, including those of David Laing, Edmund Law, Robert Parsons, and Nicholas Sanders.