 Champion was born in Poona, India on 22 January 1859, the son of Major-General James Hyde Champion, and his wife Henrietta Susan, "née" Urquhart, of aristocratic Scottish descent.Henry was sent to England at four years of age to attend a day school and from 13 was educated at Marlborough College, later he attended the Royal Military Academy, Woolwich.He entered the army and fought with the artillery in the Afghan War of 1879.