He was the son of Sir Daniel Sandford, politician and Greek scholar, the grandson of the Right Reverend Daniel Sandford, Bishop of Edinburgh, the brother of Daniel Sandford, Bishop of Tasmania, and the first cousin of the Right Reverend Charles Sandford, Bishop of Gibraltar.
In 1690 it was Bishop Alexander Rose (1687–1720) whose unwelcome reply to King William III led to the disestablishment of the Scottish Episcopalians as Jacobite sympathisers, and it was he who led his congregation from St. Giles to a former wool store as their meeting house, on the site now occupied by Old Saint Paul's Church.
In 1886 was elected as the Anglican Bishop of Edinburgh, which position he held until his death in 1910.
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