Henry Frederick, Prince of Wales
Moray was the elder of two sons of a Perthshire laird, Sir Mungo Moray of Craigie. His grandfather was Robert Moray of Abercairny (near Crieff), and his mother was a daughter of George Halket of Pitfirran, Dunfermline. An uncle, David Moray, had been a personal servant of Henry Frederick, Prince of Wales.