[1] He was the only son of four children born to Lady Elizabeth FitzClarence and William Hay, 18th Earl of Erroll.

His younger sisters were Lady Agnes Hay, wife of James Duff, 5th Earl Fife (her son, Alexander Duff, 1st Duke of Fife, married Princess Louise, daughter of King Edward VII),[3] and Lady Alice Hay, who married Charles Edward Louis Casimir Stuart, Count d'Albanie (nephew of fraud John Sobieski Stuart).

[4] His mother was the illegitimate daughter of King William IV by his mistress, the famous comic actress Dora Bland (who was known as "Mrs.

[a] The Countess of Erroll served as a Lady of the Bedchamber to Queen Alexandra (wife of King Edward VII) beginning in 1872.

[4] Through his eldest surviving son Charles, he was a grandfather of Victor Alexander Sereld Hay, who died in 1928 a year after becoming the 21st Earl of Erroll.