The elder of two sons, Macnee was born in Paddington, London, England, on 6 February 1922; to Daniel Macnee (1878–1952) and Dorothea Mabel Macnee (née Henry) (1896–1984). His father, who was a grandson of the Scottish artist Sir Daniel Macnee, trained race horses in Lambourn, and was known for his dress sense; he had served as an officer in the Yorkshire Dragoons in the First World War. His maternal grandmother was Frances Alice Hastings (1870–1945), who was the daughter of Vice-Admiral George Fowler Hastings and granddaughter of The 12th Earl of Huntingdon. His younger brother James, known as Jimmy, was born five years later.