As a teenager, Feilding worked as a midshipman for the Royal Navy during the Egyptian campaign in 1882. He was educated at Oscott College and attended Trinity College, Cambridge in 1887, he obtained his bachelors of law degree in 1890. Feilding was a Catholic, he began his interest in psychical research from his visit to Lourdes in 1892. He was secretary of the Society for Psychical Research from 1903 to 1920. His father was Rudolph Feilding, 8th Earl of Denbigh and his brother Rudolph Feilding, 9th Earl of Denbigh. A pioneer of rubber planting in Malaya, he was chairman of Kuala Lumpur Rubber Company in 1906.