Warre was born in Cape Town, Cape Colony, the son of Lieutenant-General Sir William Warre (1784–1853) and Selina Anna Maling, the youngest daughter of Christopher Thompson Maling.
His father saw service in the Peninsular War as aide-de-camp to William Beresford, 1st Viscount Beresford.
His mother's elder sister Sophia married Henry Phipps, 1st Earl of Mulgrave, and was the mother of Constantine Phipps, 1st Marquess of Normanby.

He was baptised on his first birthday at St Nicholas Church, Brighton, Sussex.
Warre was born in Cape Town, Cape Colony, the son of Lieutenant-General Sir William Warre (1784–1853) and Selina Anna Maling, the youngest daughter of Christopher Thompson Maling. His father saw service in the Peninsular War as aide-de-camp to William Beresford, 1st Viscount Beresford. His mother's elder sister Sophia married Henry Phipps, 1st Earl of Mulgrave, and was the mother of Constantine Phipps, 1st Marquess of Normanby.
He was baptised on his first birthday at St Nicholas Church, Brighton, Sussex.
Henry Warre