His father, Humphrey Weld of Chideock, was a member of the Weld family. Humphrey's father Thomas Weld (of Lulworth) donated the land and endowed the Jesuit college at Stonyhurst. Weld's upbringing was strongly grounded in the Catholic faith. His early years were spent with his parents in France. Later, he received a good education, studying at Stonyhurst before attending the University of Fribourg in Switzerland, where he studied philosophy, chemistry, languages and law. He had originally intended to pursue a military career, but was convinced otherwise by his tutor at Fribourg. He instead decided to seek a career in the colonies, and arrived in Wellington, New Zealand, on 22 April 1844.