Born Amelius Wood, he was the eldest son of Lieutenant-General William Mark Wood and Amelia Jane, daughter of Sir Robert Williams, 9th Baronet. He was a descendant of Richard Lockwood, Member of Parliament for UK Parliament constituency, the UK Parliament constituency and UK Parliament constituency in the early 18th century, whose father Richard Lockwood had acquired the Lambourne estate in Essex through his marriage to Susanna Cutts. He was educated at Eton. In 1876 he resumed by Royal license the original family surname of Lockwood (his father having assumed the surname of Wood in 1828 according to the will of his maternal uncle Sir Mark Wood, 2nd Baronet).