 Thomas's father, Nicholas, had been previously married to Elizabeth FitzHugh, daughter of Henry FitzHugh, 5th Lord FitzHugh of Ravensworth Castle and Lady Alice Neville, as her second husband.From that marriage, Vaux had three older paternal half-sisters; Katherine Throckmorton; Alice Sapcote; and Anne Strange.By Elizabeth's first marriage to Sir William Parr, she was the mother of Anne Parr, the mother of Thomas' wife, Elizabeth Cheney.