Robert Catesby was the third and only surviving son of Sir William and Anne (née Throckmorton) Catesby, and was born after 2 March 1572 at his father's main residence in Lapworth. Robert was a lineal descendant of Sir William Catesby (1450–1485), the influential councillor of Richard III captured at the Battle of Bosworth and executed. On his mother's side he was descended from Sir Robert Throckmorton of Coughton, and his second wife, Elizabeth Hussey. His parents were prominent recusant Catholics; his father had suffered years of imprisonment for his faith, and in 1581 had been tried in Star Chamber alongside William Vaux, 3rd Baron Vaux of Harrowden, and his brother-in-law Sir Thomas Tresham, for harbouring the Jesuit Edmund Campion. The head of the Throckmortons, Sir Thomas Throckmorton, was also fined for his recusancy, and spent years in prison. Another relation, Sir Francis Throckmorton, had been executed in 1584 for his involvement in a plot to free Mary, Queen of Scots.
In 1586 Robert was educated at Gloucester Hall in Oxford, a college noted for its Catholic intake. Those either studying at university or wishing to take public office could not do so without first swearing the Oath of Supremacy, an act which would have compromised Catesby's Catholic faith. Presumably to avoid this consequence, he left without taking his degree, and may then have attended the seminary college of Douai.
In 1588 Robert was imprisoned at Wisbech Castle along with Francis Tresham.
In 1593 he married Catherine Leigh, granddaughter of Sir Thomas Leigh of Stoneleigh Abbey in Warwickshire.[nb 1] Catherine came from a wealthy Protestant family and brought with her a dowry of £2,000, but also a religious association that offered Robert some respite from the recusancy laws then in effect. From the death of his grandmother the following year he inherited a property at Chastleton, in Oxfordshire. The couple's first son William died in infancy, but their second son Robert survived, and was baptised at Chastleton's Protestant church on 11 November 1595.[nb 2] When Catesby's father died in 1598, his estates at Ashby St Ledgers were left to his wife, while Catesby and his family remained at Chastleton. Catesby had seemed happy to remain a Church Papist[nb 3] but after his wife's death later that year he became radicalised, and reverted to a more fanatical Catholicism.
In 1601 Catesby was involved in the Essex Rebellion. The Earl of Essex's purpose might have lain in furthering his own interests rather than those of the Catholic Church, but Catesby hoped that if Essex succeeded, there might once more be a Catholic monarch. The rebellion was a failure however, and the wounded Catesby was captured, imprisoned at the Wood Street Counter, and fined 4,000 marks (equivalent to over £6 million as of 2008)[nb 4] by Elizabeth I. Sir Thomas Tresham helped pay some of Catesby's fine, following which Catesby sold his estate at Chastleton. Several authors speculate about Catesby's movements as Elizabeth's health grew worse; he was probably among those "principal papists" imprisoned by a government fearing open rebellion, and in March 1603 he possibly sent Christopher Wright to Spain to see if Philip III would continue to support English Catholics after Elizabeth's death.[nb 5] Catesby funded the activities of some Jesuit priests, and while visiting them made occasional use of the alias Mr Roberts.