Colfox was the son of Colonel Thomas Alfred Colfox of Coneygar, Bridport, and Constance, daughter of Edward John Nettlefold of Hallfield, Birmingham. Born in Bridport, Dorset, he was educated at Eton College and at Woolwich. Serving in 132 Royal Field Artillery (RFA) in Fermoy 1908-9 and Ewshott 1909-12 he joined 14 RFA at Allahabad 1912-14 and Secunderabad 1914.
Colfox was the son of Colonel Thomas Alfred Colfox from Coneygar, Bridport, and Constance, daughter of Edward John Nettlefold from Hallfield, Birmingham. He was born in Bridport, Dorset, and educated at Eton College and Woolwich. He served in 132 Royal Field Artillery (RFA) from 1908-9 and 1909-12, then joined 14 RFA in Allahabad 1912-14 and Secunderabad 1914.