Gordon was born at Fayal in the Azores, son of Captain Adam Durnford Gordon who had married his first cousin, Harriet Gordon, both of whom were descended from Adam of Gordon of the ballad. Captain Gordon, who had retired from the Bengal cavalry and taught Hindustani, was then staying at the Azores for the sake of his wife's health. After living on the island of Madeira, they went to England and lived at Cheltenham in 1840.
Gordon was sent to Cheltenham College in 1841 when he was only seven, but after he had been there a year he was sent to a school kept by the Rev. Samuel Ollis Garrard in Gloucestershire. He attended the Royal Military Academy, Woolwich in 1848, where he was a contemporary and friend of Charles George Gordon (no relation, later 'Gordon of Khartoum') and Thomas Bland Strange (later known as 'Gunner Jingo'). There Gordon appears to have been good at sports, but not studious and certainly undisciplined – and like Richard Henry Horne, he was asked to leave. Gordon was again admitted a pupil at Cheltenham College. He was not there for long – he appears to have left in the middle of 1852 – but the story that he was expelled from Cheltenham is without foundation. Then Gordon was sent to the Royal Grammar School Worcester in 1852. Gordon began to lead a wild and aimless life, contracted debts, and was a great anxiety to his father, who at last decided that his son should go to Australia and make a fresh start in 1853 to join the mounted police with a letter of i..
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