His father, Captain Roger Casement of the (King's Own) Regiment of Dragoons, was the son of Hugh Casement, a Belfast shipping merchant who went bankrupt and later moved to Australia. Captain Casement had served in the 1842 Afghan campaign. He travelled to Europe to fight as a volunteer in the Hungarian Revolution of 1848 but arrived after the Surrender at Világos. After the family moved to England, Roger's mother, Anne Jephson (or Jepson), of a Dublin Anglican family, purportedly had him secretly baptised at the age of three as a Roman Catholic in Rhyl, Wales. However, the priest who arranged his baptism in 1916 clearly stated that the claimed earlier baptism had been in Aberystwyth, 80 miles from Rhyl, raising the question as to why such a supposedly-important event should also become so misremembered.