Lord Settrington was the son of Charles Gordon-Lennox, 7th Duke of Richmond (at the time known as Earl of March, as his father, the 6th Duke was still alive) by his first wife, Amy Mary Ricardo (1849-1879), daughter of Percy Ricardo, of Bramley Park and Mathilde Hensley.
He was promoted to Captain while in the service of the 3rd Battalion of the Royal Sussex Regiment.