Dallaglio was born in Shepherd's Bush, London. He was educated at King's House School in Richmond and boarded at Ampleforth College where he was affectionately known as "Del Boy", (though he actually attained his A-levels at The Oxford School of Learning), and at Kingston University to study Property Development. His sister Francesca, a 19-year-old student ballerina, died in the Marchioness disaster in 1989.