Felix Aylmer was born in Corsham, Wiltshire, the son of Lilian (Cookworthy) and Lieutenant-Colonel Thomas Edward Aylmer Jones. He was educated at King James's Grammar School, Almondbury, near Huddersfield, where he was a boarder from 1897 to 1900, Magdalen College School, and Exeter College, Oxford, where he was a member of Oxford University Dramatic Society (OUDS). He trained under the Victorian-era Actress and Director Rosina Filippi before securing his first professional engagement at the London Coliseum in 1911. He appeared in the world premiere of The Farmer's Wife by Eden Phillpotts at the Birmingham Repertory Theatre in 1917.