He was the only legitime son of Alfredo d'Escragnolle Taunay, Viscount of Taunay, and Cristina Teixeira Leite (Baron of Vassouras' daughter). He was the grandson of Félix Taunay, baron of Taunay, and the great-grandson of the Count of Escragnolle, a French nobleman. He has one half-brother, João Pedro Nolasco (married the basque woman Maria de Lima), born in Paris.