Born the son of Captain Frederick Sturdee RN and Anna Frances Sturdee (née Hodson) in Charlton, Kent, Sturdee was educated at the Royal Naval School at New Cross and then joined the Royal Navy as a cadet in the training ship HMS "Britannia" on 15 July 1871. Promoted to midshipman on 19 July 1873, he was appointed to the frigate , flagship of the China Station in 1876. Promoted to sub-lieutenant on 9 June 1878 and to lieutenant on 7 February 1880, he joined the brig at Portsmouth in May 1880 and then transferred to the torpedo depot ship in the Mediterranean Fleet in February 1881. He took part in the bombardment of Alexandria in July 1882 during the Anglo-Egyptian War.