Born in Lymington, Hampshire the only son of Samuel Colborne also from Lymington and Cordelia Anne Colborne (née Garstin), Colborne was educated at Christ's Hospital in London and at Winchester College. He was commissioned as an ensign in the 20th Regiment of Foot on 10 July 1794 securing all subsequent steps in his regimental promotion without purchase. Promoted to lieutenant on 4 September 1795 and to captain lieutenant on 11 August 1799, he saw action at the Battle of Alkmaar in October 1799, where he was wounded, during the Anglo-Russian invasion of Holland. Promoted to brevet captain on 12 January 1800, he took part in Sir Ralph Abercromby's expedition to Egypt in August 1801 and was wounded again.