Brooke was born at 5 Hillmorton Road, Rugby, Warwickshire, the second of the three sons of William Parker Brooke, a schoolmaster (teacher) at one of England's most prestigious schools, Rugby, and his wife Ruth Mary Brooke, née Cotterill. He attended preparatory (prep) school locally at Hillbrow, and then went on to Rugby itself. In 1905, he became friends with St. John Lucas, who thereafter became something of a mentor to him.