Robert Devereux was the son and heir of Robert Devereux, 2nd Earl of Essex, the courtier and soldier from the later reign of Queen Elizabeth I. His mother was Frances Walsingham (1567–1633), the only daughter of Sir Francis Walsingham, Elizabeth's spymaster. He was born at the home of his grandmother, Lady Walsingham, in Seething Lane, London.
Alphonse was a brother of Robert de Vere, 6th Earl of Oxford. When the 6th Earl's son died without issue in 1329, he obtained licence from the king to entail his estates on his nephew, John. It was in this way that John de Vere, when his uncle died 17 April 1331, became Earl of Oxford. He had made homage and received livery by 17 May.