Of Huguenot ancestry from Montpellier,[1] his paternal grandparents were William Romilly, 2nd Baron Romilly and, his first wife, the former Emily Idonea Sophia Le Marchant (eldest daughter of Lt.-Gen. Sir John Gaspard Le Marchant).
[2] His mother was the only daughter of Sir Philip Grey-Egerton, 11th Baronet of Oulton Park and the Hon.
[3] Upon his father's early death on 23 June 1905, William inherited the barony at just six years old.
[4] Romilly was a veteran of the First World War, serving from 1918 to 1919 and a Lieutenant in the Coldstream Guards from 1919 to 1923.
Although Lord Romilly married three times, he remained childless and upon his death on 29 June 1983 the barony became extinct.