Born in Kingstown (now Dún Laoghaire) in County Dublin Ireland, Frederick was the third son of the seven surviving children of Major Garnet Joseph Wolseley (1780-1840) of The King's Own Scottish Borderers (25th Foot) and of the family of Mount Wolseley, co.
He married his nurse, Ellen Elizabeth Clarke (1850-1922), in Melbourne in 1892.