Gordon-Canning was born in Hartpury, Gloucestershire, the only son of William James Gordon-Canning, and his wife Clara, a daughter of Crawshay Bailey [REF].
He was educated at Eton, and was commissioned as a second lieutenant in the Royal Gloucestershire Hussars on 15 November 1906,[REF] and was promoted to lieutenant in the 10th (Prince of Wales's Own Royal) Hussars on 14 March 1912 [REF].