The Sanxay family originated from Tonnay Boutonne. Daniel Sanxay’s father, a Protestant minister, was a Huguenot refugee. Daniel followed in his father’s footsteps and became an Anglican priest. He settled in Epsom where he married Jane Antrobus. Here, he became headmaster of the local school Cheam (the oldest private preparatory school in England).

Daniel’s son, James, took over the running of the school on his father’s death. James’ wife Catherine Firmin objected to the school so it was handed over to William Gilpin.

James’ brother, Robert, was a druggist based in the Strand, London.