Viscount Melbourne
Lamb was the eldest son of Peniston Lamb, 1st Viscount Melbourne, and Elizabeth, daughter of Sir Ralph Milbanke, 5th Baronet. Prime Minister William Lamb, 2nd Viscount Melbourne, Frederick Lamb, 3rd Viscount Melbourne and the Hon. George Lamb were his younger brothers. Due to their mother's numerous love affairs, only Peniston is likely to have been Lord Melbourne's son.