Son of Henry Clifford Grayling and Ursula Adelaide (née Burns), where his father worked as manager for the Standard Bank. He attended several boarding schools, including Falcon College in Southern Rhodesia (now Zimbabwe), from which he ran away after being regularly caned. His first exposure to philosophical writing was at the age of twelve, when he found an English translation of the "Charmides", one of Plato's dialogues, in a local library. At age fourteen, he read G. H. Lewes's "Biographical History of Philosophy" (1846), which confirmed his ambition to study philosophy; he said it "superinduced order on the random reading that had preceded it, and settled my vocation".