Marquess of Rockingham
Fitzwilliam was the son of William Fitzwilliam, 3rd Earl Fitzwilliam, by his wife Lady Anne, daughter of Thomas Watson-Wentworth, 1st Marquess of Rockingham. Prime Minister Charles Watson-Wentworth, 2nd Marquess of Rockingham, was his maternal uncle. He inherited the two earldoms of Fitzwilliam (in the Peerages of Great Britain and of Ireland) in 1756 at the age of eight on the death of his father. He was educated at Eton, where he became friends with Charles James Fox and Lord Morpeth. His tutor there, Edward Young, wrote to Lady Fitzwilliam on 25 July 1763 of Fitzwilliam's "exceeding good understanding, and ... most amiable disposition and temper". Lord Carlisle, another school friend, penned a poem about his friends: