 Parry's father was Henry Vaughan of Tretower Court, Breconshire, Wales whose father, Sir Thomas Vaughan, had been knighted and later beheaded by King Richard III.He was a friend and kinsman of William Cecil, Lord Burghley, which may have afforded him his introduction to the court of King Edward VI.Parry was initially known as Thomas ap Harry (Thomas, son of Harry), later modified to Thomas Parry.