Patrick Macnee provides an interesting description of his early years in the autobiography Blind in One Ear (1988).

Daniel Patrick Macnee was born on February 6th 1922 in Paddington, central London, into a wealthy, aristocratic and eccentric English family. He is the grandson of the Scottish portrait painter Sir Daniel Macnee (Link to works), President of the Royal Scottish Academy in the 19th century.

Baby Patrick with his mother Dorothea on website Patrick Macnee on Facebook

Patrick’s parents were racehorse trainer Daniel "Shrimp" Macnee (1871 - 1953) and Dorothea Hastings (1889 - 1984), a niece of the Earl of Huntingdon. The marriage did not last and ended in divorce after Daniel left the family when Patrick was just a small boy. By this time, Patrick had already taken his first steps into the theatre, appearing at five years of age in a school play based on Charles Dickens’ novel Nicholas Nickleby.

From 1929, Patrick, separated from his father, lived at Rooksnest, a Tudor mansion outside Lambourn in Berkshire, with his mother and her girlfriend, a woman who Patrick had to call "Uncle Evelyn". At this time, Patrick was being educated at Summer Fields School, where in 1930 he played his first leading role - as Henry V in the Summer Fields production of the Shakespeare play of the same name. Alongside him in that play was another young boy, Christopher Lee, who like Patrick would later make his name as an actor. Their paths would cross again in several professional productions many years down the line. 

Upon leaving Summer Fields, Patrick attended the prestigious Eton College, his time there financed by his mother’s partner Evelyn. While at Eton, he was a member of the Officer Training Corps and, in 1936, was one of the Eton boys chosen to provide the guard of honour at the funeral of King George V outside St George’s Chapel at Windsor Castle.

In the mid-1930s, Daniel Macnee returned to England and Patrick toured a number of racecourses with him, being introduced to famous jockeys such as Gordon Richards. The idea was to introduce Patrick to the world of professional riding and impart to him horse riding knowledge. For a time, Patrick considered a career as a jockey, but it soon became apparent that he was growing too tall to follow that particular path. The training would, however, serve Patrick well in his later career in acting, where the ability to ride horses was a useful skill.
As the decade drew to a close, Patrick’s course became clearer, as he gained work as an extra in British feature films.