Eccleston was the only son of Henry Eccleston, esq., of Eccleston Hall, Lancashire, by Eleanor, daughter of Robert Blundell, esq., of Ince Blundell. He was educated in the College of St. Omer, and afterwards continued his studies for two years (1677–9) in the English College at Rome. During the wars in Ireland, after the revolution of 1688, he held a captain's commission in King James's army. Being engaged in a duel which proved fatal to his antagonist, he was seized with remorse and determined to enter the religious state.