Callow was born in Streatham, London, the son of Yvonne Mary (née Guise), a secretary, and Neil Francis Callow, a businessman. His father was of English and French descent and his mother was of Danish and German ancestry. He was brought up Roman Catholic. Callow attended the London Oratory School and then went on to study at Queen's University Belfast ('Queen's') in Northern Ireland where he was active in the Northern Ireland civil-rights movement, before giving up his degree course to go into acting at the Drama Centre London.