 Monckton was born in London, the eldest son of the Town Clerk of London, Sir John Braddick Monckton, and Lady Monckton, the former Maria Louisa Long (1837–1920), an "enthusiastic amateur actress".His sister was Mrs Augusta Moore, who wrote popular novels as Martin J. Pritchard.He was educated at Charterhouse School and Oriel College at Oxford University, graduating in 1885.