Sandys’s father, Sir William Sandys, was a younger son of Miles Sandys, clerk of the Crown in Queen’s Bench and an inveterate carpet-bagger in Elizabethan Parliaments. The latter was the brother of Edwin Sandys, archbishop of York, and consequently Sandys was the first cousin once removed of Sir Miles Sandys, 1st Bt.* Sandys matriculated at Hart Hall in 1616, but was placed under the tuition of Richard Astley, fellow of All Souls and chaplain to Archbishop Abbot, ‘by whose endeavours [he] became afterwards a complete gentleman’. He left university without taking a degree, although Anthony à Wood thought him ‘much deserving of one’.
During the early 1630s Sandys became, in his own words, ‘wholly addicted to study’. Eeager to show the fruits of his learning, but finding ‘divinity ... too deep for my capacity, geography too laborious, history so various, and so full fraught with uncertainties, that once begun, never at an end’, he began a study of the cardinal virtues with a treatise on prudence, published in two editions in 1634 and dedicated to Astley and Henry Sandys, whom he termed his ‘alter ego’. The latter was probably his brother-in-law and first cousin rather than the man of that name who, like Sandys himself, sat in Parliament in 1625. Described as ‘the first part of a small work’, and totalling 253 pages, the treatise was praised for its erudition by Wood who, however, was unable to locate any further instalments.