 Illingworth was the third and youngest son of Henry Illingworth, of Bradford, a member of an old Yorkshire family, and his wife Mary, daughter of Sir Isaac Holden, 1st Baronet.Albert Illingworth, 1st Baron Illingworth, was his elder brother.He was educated at Jesus College, Cambridge, where he played rugby for the university, winning two sporting 'Blues' in The Varsity Matches of 1889 and 1890.