 The son of Henry Knox Wigram, a barrister, and a grandson of Octavius Wigram (1794–1878), Governor of the Royal Exchange Assurance Corporation, Wigram was born in London and was educated at Harrow School.His mother was Mary Anne Pomeroy, a daughter of the 5th Viscount Harberton (1790–1862).After working for the Bank of England and a shipping company, ill-health led him to emigrate to New Zealand, where he arrived in 1883.