Robe was born in 1791 in Woolwich, the son of then-First Lieutenant William Robe and his wife Sarah. He became a cadet at the Royal Military Academy at Woolwich on 9 April 1805, and obtained a commission as second lieutenant in the Royal Horse Artillery on 3 October 1807. That year, he accompanied the Royal Navy fleet that wintered in Gothenburg. He then went to Gibraltar, whence he volunteered for service in Portugal, and joined his father during the Battle of Vimeiro on 21 August 1808. He was promoted to be lieutenant on 28 June 1808.