The third son of Robert Jocelyn, first Earl of Roden, whose family estates were in Castlewellan, County Down, by his wife Lady Anne Hamilton, he graduated with a BA from Trinity College Dublin.
Two years later in 1811, Jocelyn's brother John's coachman, James Byrne, accused him of "taking indecent familiarities" (possibly buggery) and of "using indecent or obscene conversations with him".