He was a descendant of Mary Boleyn and his father was Henry Carey, 1st Earl of Dover, who inherited the title Viscount Rochford and was later made first Earl of Dover by Charles I. His mother was Judith Pelham, daughter of Sir Thomas Pelham, 1st Baronet.
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The Bridgeman Baronetcy, of Ridley in the County of Chester, was created on 12 November 1773 for Orlando Bridgeman, Member of Parliament for Horsham and younger son of the 1st Baronet, of the Great Lever creation.
For over 50 years Copley has been the partner of John Hugh Chadwyck-Healey (born 1922), grandson of Charles Chadwyck-Healey, 1st Baronet.
Pollock was the fifth son of Mr George Pollock, fourth son of Sir Frederick Pollock (1st Baronet, of Hatton) (elder brother of Field Marshal Sir George Pollock, 1st Baronet, of The Khyber Pass).