Coningsby was born at Hampton Court, Herefordshire, the eldest son of the eminent soldier and politician Sir Thomas Coningsby, and his wife Phillipa Fitzwilliam, daughter of Sir William Fitzwilliam of Milton. He was High Steward of Leominster in 1605. He was educated at Hereford Cathedral School.
In November 1640, Coningsby was elected again as MP for Herefordshire in the Long Parliament, but was expelled in 1641 for being a monopolist, He was one of the "Nine Worthies" - nine justices who formed the royalist leadership in Herefordshire in the summer of 1642. The others were Sir William Croft, Wallop Brabazon, Thomas Wigmore of Shobden, Thomas Price of Wisterdon, William Smallman, Henry Lingen, William Rudhall and John Scudamore.
He fought for the King throughout the Civil War until in 1646 he was found at the Siege of Worcester protesting against the surrender of the city by the Royalist commander. Coningsby then went into exile and suffered heavily in the sequestration of his estates, his wife Cecily and his children being reduced to comparative poverty. His petitions and those of his wife and of his sons, with the counter-petitions of his tenants and of Sir Thomas Allen, to whom the bulk of his estates had been granted, occupy six pages (2064–71) of the Calendar of the Committee for Compounding. In 1653 he was still desperately pleading "the starving condition" of himself and his family. At the Restoration of Charles II Coningsby recovered his estates.
Coningsby died in 1666 and was buried on 23 August 1666 at Hope under Dinmore, Herefordshire,
Coningsby married Cecily Nevill, daughter of Henry Nevill, 9th Baron Bergavenny and his first wife Lady Mary Sackville, on 12 July 1617 at St. Alphage, London. She was considered one of the beauties of the Jacobean court, and was painted several times, notably by John Hoskins. They had five children: Cecilia, Philippa, Humphrey, Thomas and Henry. Humphrey Coningsby replaced his father in the Long Parliament and was the father of Thomas Coningsby, 1st Earl Coningsby
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