Thomas Dudley was born in Yardley Hastings, a village near Northampton, England, on 12 October 1576, to Roger and Susanna (Thorne) Dudley. The family has long asserted connections to the Sutton-Dudleys of Dudley Castle (Duke of Northumberland, Earls of Warwick and Leicester, Viscounts Lisle, and Barons Dudley); there is a similarity in their coats of arms, but association beyond probable common ancestry has not yet been conclusively demonstrated. Roger Dudley, a captain in the English army, was apparently killed in battle. It was for some time believed he was killed in the 1590 Battle of Ivry, but Susanna Dudley is known already to have been widowed by 1588. The 1586 battle of Zutphen has also been suggested as the occasion of Roger Dudley's death.