Stephen was born at St Christopher in the West Indies. His father, John Stephen (1771–1833), was related to James Stephen, became a barrister, and was Solicitor-General at St Christopher before his appointment as Solicitor-General of New South Wales in January 1824.
Stephen was born in St Christopher, his father John Stephen (1771–1833), who was related to James Stephen, became a barrister and served as Solicitor-General of St Christopher before being appointed as Solicitor-General of New South Wales in January 1824.