Jocelyn was educated at Harrow. A lieutenant colonel in the Scots Guards, Jocelyn served in the Crimean War, being present at the battles of Alma, Balaclava, and Inkerman. He later commanded the 2nd Jäger Corps, British German Legion. He received the French Legion of Honour and the Turkish Order of the Medjidie. He held the office of Deputy Lieutenant of County Down.