Walsingham was the son of Thomas de Grey, 5th Baron Walsingham, and Augusta-Louisa, daughter of Sir Robert Frankland-Russell, 7th Baronet. He was born on Stanhope Street in Mayfair, the family's London house. He was educated at Eton and Trinity College, Cambridge.
Walsingham was the offspring of Thomas de Grey, 5th Baron Walsingham, and Augusta-Louisa, daughter of Sir Robert Frankland-Russell, 7th Baronet. He was born in the family's London residence on Stanhope Street in Mayfair. He received his education at Eton and Trinity College, Cambridge.