Frederick John Sheppard was born in 1898 in Ayot St Peter, Welwyn, Hertfordshire, the only son of James Alfred and Mary Elizabeth Shepherd.
On the 1901 Census Frederick and his mother were living with his grandmother, Emma Sheppard at Ayot Green, Ayot St Peter, Herts. His father was not with them. By the 1911 Census the family were living at 24 Officers Quarters, H M Prison Brixton, London, where his father was a Prison Warder. Frederick later worked as an apprentice.