He was born in Cheapside in the City of London. He left school aged 14 and worked for a time as a teacher. In 1886 he converted to Roman Catholicism. He felt a calling to the priesthood, and studied theology in Birmingham and Rome, but was expelled from the college in 1889 and never achieved ordination. For most of his life he worked as a freelance writer, living in England and Venice. His best-known work is Hadrian the Seventh. in which an Englishman, rejected for the priesthood, is unexpectedly elected Pope.Charles Masson Fox he declared:
- "My preference was for the 16, 17, 18 and large."
In 1904, soon after his ordination as a Roman Catholic priest, the convert Robert Hugh Benson formed a chaste but passionate friendship with Rolfe. For two years this relationship involved letters "not only weekly, but at times daily, and of an intimate character, exhaustingly charged with emotion." All letters were subsequently destroyed, probably by Benson’s brother.
Rolfe was relatively unknown during his lifetime: interest in his life and works was began in earnest with the publication in 1934 of The Quest for Corvo by A J A Symons.
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- Rolfe to Fox, 13 January 1910, in Cecil Woolf ed., The Venice Letters, Cecil & Amelia Woolf, 1974, p.46. In a September 1909 letter to John Gambril Nicholson, Rolfe discussed the subject of sex between a man and a boy, a matter, he told Nicholson, of which "you have the practical experience which I have not." (Miriam J Benkovitz, Frederick Rolfe: Baron Corvo, Hamish Hamilton, 1977, p.248, quoting a letter in the Martyr Worthy Collection, Columbia University Library). Nicholson is the person Rolfe is least likely to have lied to about this.
- http://anglicanhistory.org/academic/hilliard_unenglish.pdf David Hilliard, "UnEnglish and UnManly: Anglo-Catholicism and Homosexuality" in Victorian Studies, Winter 1982, p.199.