 He had a sister, Ruth Cavendish Bentinck, who was a noted suffragist.His mother was a 19-year-old half-gipsy maid named Rosina Elizabeth Swan of Higham, near Bury St. Edmunds; St Maur's father died within months of his birth.He was educated at Wellington College and Sandhurst, and served with the 14th Hussars and later with the Royal 1st Devon Yeomanry.