Staffordshire, England. His father, Frederick Augustus Coe, was then cashier in a local iron works, but later became manager. His mother, Margaret Robertson, was a native of Edinburgh, Scotland. Coe received his early schooling at Albion Academy in Cardiff, Wales. At the start of the 1880s, his family resided in Gloucester, where Coe was confirmed at the local cathedral.

Members of the Coe family, including William, arrived in New