 He was the grandson of American Loyalist Oliver De Lancey, a member of a prominent Huguenot family in the American Colonies and a descendant of the Schuyler family and Van Cortlandt family, and Phila Franks, daughter of a prominent Jewish family in New York.De Lancey entered the army as a second lieutenant in the 60th Rifles on 30 March 1818, and joined the 3rd battalion of the regiment in India in the same year.He was promoted first lieutenant on 17 June 1821, and after serving as aide-de-camp to Lieutenant-general Sir Charles Colville, G.C.B., commander-in-chief at Bombay, was promoted captain on 7 August 1829, and joined the 3rd battalion at Gibraltar, where he learnt Spanish and took a keen interest in Spanish politics and in the crisis which was rapidly approaching.