He was the third son of Sir Thomas Copley. He was left in England when his father went abroad, but in 1582, while a student at Furnival's Inn, he joined his father and mother at Rouen. He stayed there for two years, and was then sent to the English College, Rome for two years, on a pension of ten crowns from Pope Gregory XIII. He then went to the Low Countries, where he obtained a pension of twenty crowns from Alexander Farnese, Duke of Parma, and entered the service of Philip II of Spain, in which he remained until shortly before 1590.