Rowland George Allanson Allanson-Winn was born in London and educated at Westminster School and Trinity College, Cambridge University. He then entered Middle Temple, before commencing studies at King's College London. He subsequently became a civil engineer by profession, a builder of roads in India, and an authority on the protection of intertidal zones. Headley embraced Islam on 16 November 1913 and adopted the Muslim name of Shaikh Rahmatullah al-Farooq. In 1914 he established the British Muslim Society. He was the author of several books on Islam, including A Western Awakening to Islam (1914) and Three Great Prophets of the World. He was a widely traveled man and twice made the Hajj.