Born in Preston, the son of Joshua Milne Cheetham, MP, he was educated at Rossall School, from which he won a scholarship to Christ Church, Oxford. He studied classics at Oxford, after which he entered the diplomatic service. He served in Madrid, Paris, Tokyo, Berlin, Rome and Rio de Janeiro before being sent to Cairo in January 1910. When the United Kingdom declared its protectorate over Egypt in December 1914, he became acting High Commissioner, pending the arrival of Sir Henry McMahon. He took charge of the British Residency during the spring and fall of 1919, and thus had to confront the 1919 Revolution.