He was the third son of Henry Wellesley, 1st Baron Cowley (1773–1847) and his first wife, Lady Charlotte Cadogan (c.1781–1853), daughter of Charles Cadogan, 1st Earl Cadogan - the couple divorced in 1810. His father was the younger brother of the 1st Duke of Wellington. On 16 September 1856, at St Mary's, Bryanston Square, London, he married the Hon. Magdalen "Lily" Montagu (1831–1919), daughter of Henry Montagu, 6th Baron Rokeby, and his wife, Magdalen Huxley. Their only child was a son, who died at the age of eighteen in 1883.
Educated at Eton College and Trinity College, Cambridge (graduating MA in 1830), he was ordained in 1831. His first living was a family one at Stratfield Saye (1836–1854), during which he became Queen Victoria's resident chaplain (in 1849), leading to his appointment as Dean in 1854. He was Lord High Almoner from 1870 to 1882.
Tactful and gentlemanly in demeanour, religiously analogous to the queen, and a preacher of short sermons, he became "one of Victoria's most valued advisers", doing "everything on all sad and happy occasions to make me comfortable" and acting as an intermediary between her and Gladstone on both ecclesiastical and secular matters. Her appreciation of him was summed up in what she required in his successor as dean:
- a tolerant, liberal minded broad church clergyman who at the same time is pleasant socially and is popular with all Members and classes of her Household,—who understands her feelings not only in ecclesiastical but also in social matters—a good kind man without pride.
Gladstone frequently sought his advice on patronage questions, noting in his diary at the time of Wellesley's death:
- ‘I reckoned his life the most valuable in the Church of England’.
- "Wellesley, Gerald (WLSY826G)". A Cambridge Alumni Database. University of Cambridge.<templatestyles src="Module:Citation/CS1/styles.css"></templatestyles>
- Dictionary of National Biography
- Beloved mama: private correspondence of Queen Victoria and the German crown princess, 1878–1885, ed. R. Fulford (1981), page 125
- Arthur Ponsonby, Henry Ponsonby, Queen Victoria's private secretary: his life from his letters (1942), pages 62–3