Cyril Connolly was born in Coventry, Warwickshire, the only child of Major Matthew William Kemble Connolly (1872-1947), an officer in the King's Own Yorkshire Light Infantry, by his Anglo-Irish wife, Muriel Maud Vernon, daughter of Colonel Edward Vernon (1838-1913) J.P., D.L., of Clontarf Castle, Co. Dublin.
Connolly was educated at St Cyprian's School, Eastbourne, where he enjoyed the company of George Orwell and Cecil Beaton.