He came from a Derbyshire family. He graduated B.A. on 12 July 1572, at Balliol College, Oxford, and in the same year was elected probationer fellow of his college. Before going to Oxford he matriculated in 1566 at St John's College, Cambridge. According to Anthony à Wood he owed his fellowship to the influence of Robert Parsons; but Wood's editor, Philip Bliss, contradicts him, connecting Bagshaw with the expulsion of Parsons from the college. On 21 June 1575, Bagshaw took the degree of M.A. At this time he was a strong if quarrelsome Protestant.
About 1579 he became Principal of Gloucester Hall, where he made himself very unpopular. He resigned this office, and in 1582 went to France. Here he became a convert to Catholicism, and was made a priest. Then, with the permission of Cardinal William Allen, he was admitted to the English College, Rome; but his temper made him so unpopular that he was expelled by Cardinal Boncompagno. On leaving Rome he returned to Paris, where he became a doctor of divinity at the Sorbonne. Jesuit writers styled him derisively doctor erraticus and doctor per saltum.
He went to England as a missioner, and in 1587 was imprisoned in the Tower of London. In 1593 he was confined with other Catholics in Wisbech Castle. He clashed with Father William Weston, who found him disobedient, setting off the "Wisbech Stirs". When examined at the Tower for treasonable practices, Edward Squire, an emissary from some English priests in Spain, affirmed that he had come with a letter (which he threw into the sea off Plymouth) from Father Henry Walpole to Bagshaw at Wisbech. After his liberation, Bagshaw continued to reside abroad.
Bagshaw published at Paris in 1603 'An Answer to certain points of a Libel called An Apology of the Subordination in England,' 8vo. He is also thought to have been concerned in
- 'Relatio compendiosa Turbarum quas Jesuitæ Angli una cum D. Georgio Blackwello, Archipresbytero, Sacerdotibus Seminariorum Populoque Catholico concivere,' &c., Rothomagi, 1601, (published under the name of John Mush);
- 'A true Relation of the Faction begun at Wisbich by Father Emonds, alias Weston, a Jesuit, 1595, and continued since by Father Walley, alias Garnet, the Provincial of the Jesuits in England, and by Father Parsons in Rome,' 1601.
- Holmes, Peter. "Bagshaw, Christopher (1552–1625?)". Oxford Dictionary of National Biography (online ed.). Oxford University Press. doi:10.1093/ref:odnb/1042. (subscription or UK public library membership required). The first edition of this text is available as an article on Wikisource: Bullen, Arthur Henry (1885). "Bagshaw, Christopher". In Leslie Stephen. Dictionary of National Biography 2. London: Smith, Elder & Co. p. 400-1.
- "Christopher Bagshaw". Catholic Encyclopedia. New York: Robert Appleton Company. 1913.
- Venn, J.; Venn, J. A., eds. (1922–1958). "Bagshaw, Christopher". Alumni Cantabrigienses (10 vols) (online ed.). Cambridge University Press.
- Bliss printed in the footnotes to the life of Parsons (Athen. Oxon. ii. 657) a letter of Archbishop George Abbot to Dr. Hussye, from which it appears that Bagshaw 'coming to be fellow was most hot in prosecution against Parson.'
- Notes of this disputation were printed many years afterwards in Transubstantiation exploded, or an Encounter with Richard, the titularie Bishop of Chalcedon. ... By Daniel Featley, D.D. Whereunto is annexed a publique and solemne disputation held at Paris with Christopher Bagshawe, D. in Theologie and Rector of Avie Marie College, 1638.