Thornton was born in Rawalpindi,[REF] Pakistan, the son of Edward Parry Thornton C.B.[REF] and Louisa Chicheliana Plowden [REF].
Two elder brothers, Richard Chicheley Thornton and Robert Milnes Thornton, attended Harrow from 1861 to 1864 and 1867 respectively; Richard joined the 77th (Middlesex) Regiment in 1867, attaining the rank of Lieut.-Colonel, while Robert joined the 5th Fusiliers in 1867 [REF].