Pryor was the only son of
Marlborough Robert Pryor, DL, JP, Weston Park,
Hitchin, Hertfordshire and his wife. He was educated at
Eton and
Trinity College,
Cambridge where he gained a BA (1901), and an
MA (1905). In 1910 he married the writer Ethne Philippa, only daughter of
Sir Norman Moore, 1st Baronet. They had three sons; John Marlborough Pryor (1911-1984),
Mark Gillachrist Marlborough Pryor (1919-1970) and Lieutenant Colonel
Robert Matthew Marlborough Pryor
MBE (known as Matthew; 1917-2005). His grandson by Matthew is the archaeologist
Francis Pryor; by Mark his grandchildren include the author William Pryor and the artist
Lucy Raverat. ==First World War ==