Embley was born in Perth, Western Australia, to parents Maurice and Anne Embley. His father is of Anglo-Burmese and Spanish descent and was born in Rangoon, emigrating to Australia in 1964 with his family after the 1962 Burmese coup and settling in Victoria Park. His mother, originally from Ballarat, is of Italian and Irish descent. His father played reserves football for Perth, and also represented Western Australia in the 1973 national junior athletic championships in Melbourne. Embley's brothers James (17 games) and Michael (8 games) have both played football for the Swan Districts Football Club. Michael Embley also was rookie-listed by West Coast for three seasons from 2004 to 2006, but did not play a senior game for the club. Along with his brothers, Embley attended Trinity College in East Perth, and played junior football for the Bassendean Junior Football Club. He made his WAFL debut for Swan Districts in 1998, and was recruited by the West Coast Eagles with the 57th pick overall in the 1998 National Draft.