 Marshallsay was born at Yeovil, Somerset, England, the son of Charles Marshallsay and received his education at Godalming, Surrey.He also attended Battersea College (where he was a Queen's scholar), Saltley College and a school of art in South Kensington, London.He then entered the teaching profession, but in 1868 would enter the revenue department, raising to be a divisional officer.