He was the second son of Sir Henry Pierrepont of Holme Pierrepont, Nottinghamshire, and Frances Cavendish, daughter of the Rt. Hon. Sir William Cavendish and Elizabeth Hardwick. His sister became Grace, Lady Manners of Haddon Hall. He married Gertude Talbot, daughter of Henry Talbot (1554–1596) (Henry was the son of George Talbot, 6th Earl of Shrewsbury), and Elizabeth Reyner (born 1556) on 8 Jan 1601 in Overton Longueville, Huntingtonshire. In 1633 he bought Thoresby Park, where his son Henry built the first Thoresby Hall in 1670.