Born on the family's estate, Cliveden, which had been the home of George Villiers, 2nd Duke of Buckingham; George Hamilton, 1st Earl of Orkney; Frederick, Prince of Wales (father of
Queen Victoria's grandfather, King George III); George Sutherland-Leveson-Gower, 2nd Duke of Sutherland; and Hugh Grosvenor, 1st Duke of Westminster before it was purchased in 1893 by his great-grandfather, William Waldorf Astor.