Born at 89 Victoria Road in Aldershot, the son of Colonel John Claud Alexander Auchinleck and Mary Eleanor (Eyre) Auchinleck, Auchinleck attended Eagle House School at Crowthorne and then Wellington College on scholarships. After attending the Royal Military College, Sandhurst, Auchinleck was commissioned as an unattached second lieutenant in the Indian Army on 21 January 1903 and joined to the 62nd Punjabis in April 1904. He soon learned several Indian languages and, able to speak fluently with his soldiers, he absorbed a knowledge of local dialects and customs: this familiarity engendered a lasting mutual respect, enhanced by his own personality.