Lumsden was born aboard the East India Company's ship "Rose" in the Bay of Bengal. He spent the first six years of his life in Bengal, where his father Colonel Thomas Lumsden was serving as an Artillery officer. His father Thomas entered the Bengal Army in 1808 and served in the Anglo-Nepalese War, Third Anglo-Maratha War and First Anglo-Burmese War achieving distinction. His first cousin once removed was the orientalist Matthew Lumsden. He had six brothers, three of whom emigrated to Canada, whilst his younger brother Peter followed his path to India.