The youngest child of Alexander Mitchell-Innes (1811–1886) of Ayton, and Whitehall (near Chirnside), Berwickshire, by his second spouse Fanny Augusta (1821–1902), daughter of James Vine, in Puckaster, Isle of Wight, Alfred was born at 2 Forres Street, Edinburgh.
The youngest offspring of Alexander Mitchell-Innes (1811–1886) of Ayton, and Whitehall (near Chirnside), Berwickshire, by his second spouse Fanny Augusta (1821–1902), daughter of James Vine, in Puckaster, Isle of Wight, Alfred was born at 2 Forres Street, Edinburgh.