Wingfield was born on 16 October 1833 in Ruabon, Denbighshire, Wales, the son of Clopton Lewis Wingfield, major in the 66th Foot Regiment, and Jane Eliza, daughter of Sir John Mitchell KCB. His mother died in 1836 after the birth of her second child and his father died in 1846 of a bowel obstruction. Walter was brought up by his uncle and great uncle. He was educated at Rossall School, and in 1851 entered the Royal Military College, Sandhurst, on the second attempt through the influence of his great uncle who was a colonel. He was commissioned a Cornet in the 1st Dragoon Guards and served in India. In 1858 Wingfield became a captain and in 1860 he took part in the campaign in China and was present at the capture of Peking. He returned to England in 1861 and retired from the Dragoon Guards a year later.