Connery was born and raised in London. He is the son of Scottish actor Sean Connery (b. 1930) and his first wife, the Australian actress Diane Cilento (1933–2011). He attended Millfield School, a co-educational independent school in the village of Street, in Somerset, England, and later the independent Gordonstoun School in Moray, Scotland. He was later accepted into the Bristol Old Vic Theatre School.