James Charles Cleghorn was born on 17 September 1864, the second son of Captain George Cleghorn, , of the 17th Lancers, and his wife, Mary Anne Hay Lumsden, daughter of Colonel Thomas Lumsden , of Belhelvie Lodge, Aberdeenshire.
He married, in 1901, Cecile Margaret Scott, daughter of Walter Scott of Wauchope, and had a daughter: Katherine Mary Antonitta Tancred (1902-1984).