Cholmeley was born at Thornton-le-Dale, Yorkshire, the son of Sir Richard Cholmeley and his first wife Susanna Legard daughter of John Legard of Ganton, Yorkshire. He was educated at Beverley Free School and Jesus College, Cambridge. In 1624 he was elected one of the members of parliament for Scarborough and was re-elected in 1625 and 1626. He was knighted in 1626. In 1628 he was re-elected a member for Scarborough and sat until 1629, when King Charles I began to rule without parliament for eleven years. During the years when Charles I ruled without Parliament, Cholmeley became, together with Sir John Hotham, one of the leaders of resistance among the Yorkshire gentry. He organised a number of petitions and protests, and in 1639 he refused to pay ship money. As a result, he was dismissed from all his posts and was summoned before the Council of State, the King reportedly telling Hotham and Cholmeley that if they interfered again he would hang them both. In April 1640 Cholmeley was again elected a member for Scarborough in the Short Parliament. He was re-elected for Scarborough for the Long Parliament in November 1640 and was created a baronet in 1641. Initially a Parliamentarian when the civil war broke out, Cholmeley was one of the parliamentary commissioners sent to negotiate with the King in May 1642; he raised a regiment for the Parliamentary army which fought at the Battle of Edgehill and later joined Fairfax in his campaign against the royalist garrison at York. However, when the Queen landed in Yorkshire, returning from the Netherlands where she had been attempting to raise money and troops, Cholmeley declared for the King, and Newcastle put him in command of all maritime affairs along the northern half of the Yorkshire coast. He was disabled from sitting in parliament in 1643. After the Royalist defeat at the Battle of Marston Moor, Cholmeley refused to flee the country, holding Scarborough for the king during its Great Siege, until he was forced to surrender on 22 July 1645. Cholmeley spent most of the rest of his life in exile, writing his memoirs before his death on 30 November 1667.
