William Henry Nassau van Zuylestein was born in 1717, the elder son of Frederick Nassau van Zuylestein, 3rd Earl of Rochford, and his wife Elizabeth ('Bessy') Savage, daughter of the 4th Earl Rivers. His ancestry was Anglo-Dutch, descended in an illegitimate line from William the Silent's son Frederick Henry (1584–1647), Prince of Orange. Rochford's grandfather and great-grandfather both had English wives, ladies-in-waiting at the courts of William II and William III of Orange. His grandfather was a close companion of William III, accompanying him to England in the Glorious Revolution of 1688–9, and later rewarded with the earldom of Rochford.