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Fane was born at Curzon House, 8 South Audley Street, Mayfair, London, the second and youngest son of Francis Fane, 12th Earl of Westmorland and Lady Adelaide Ida, daughter of Richard Curzon-Howe, 1st Earl Howe.
Lady Georgiana Elizabeth Spencer-Churchill (10 St James's Square, St James's, London, 14 May 1860 – 9 February 1906), married 4 June 1883 Richard George Penn Curzon, 4th Earl Howe, by whom she had issue.