Russell was a younger son of the 2nd Earl of Bedford. His birthdate is uncertain, with some records showing that he was born as early as 1553, some as late as 1562. He was educated at Magdalen College, Oxford, and in September 1581 he was knighted.
Russell began his active military career in the Netherlands, and was noted for maintaining an effective fighting force in difficult circumstances. He was appointed to the office of Governor of Flushing (1587-8), and in 1594 to the office of Lord Deputy of Ireland, where he served with flamboyance.
At the time, Ireland was on the point of rebellion, and there were two opinions in government on how to preserve the peace. One faction sought negotiation with the Irish rebels, while the other - including Russell - favoured military force. Russell's faction prevailed, and the rebellion grew into a general revolt, which lasted through the Nine Years War and ended with the Treaty of Mellifont in 1603.
During his time in Ireland, Russell fell into dispute with his chief military commander, Sir John Norris. The dispute proved harmful to the crown government, and Russell was recalled to England in 1597, but only after he had defeated and killed the rebel Fiach MacHugh O'Byrne.
In 1599, Russell was named as leader of the forces defending western England in anticipation of a Spanish invasion. However, the invasion plans were thwarted.