A baptism of a 'Hugh' is recorded in Bruton Parish Church on 18 November 1556 and early twentieth century scholars had suggested this was Sexey. However records of land conveyance suggest his birth may have been c. 1540. Although Sexey received some education, mainly in Latin, probably at the local Free School (now King’s School), he was apparently largely self-taught and, despite his humble origins, rose to important government positions. Through these influential positions Sexey's wealth increased, as he gained a fortune mainly through fees, revenues, property dealings and money lending. During his life he undertook many charitable activities in the Bruton area and to ensure these continued after his death most of his estate was transferred to twelve trustees in 1616.
