Cathedral school
Heydon was born in Sydney, New South Wales, the son of Jabez King Heydon and Sophia Hayes. He was educated at St Mary's Cathedral school and then Sydney Grammar School. He was admitted as a solicitor in 1873 and practiced in Bathurst for eight years, before returning to Sydney where he entered into a partnership with Thomas Slattery. He married Mary Josephine Gell Lithgow, New South Wales on 15 August 1881.