Raymond Edward Membrey was born at Stawell, Victoria, on 8 April 1897. Raymond Membrey and his twin sister were the youngest of nine children. From the time he was 12, Membrey played the slide trombone with the Stawell Band. At the age of 14, he became an apprentice coach builder, a profession he continued for four years until he enlisted in the Australian Imperial Force (AIF).

Membrey embarked with the 21st Infantry Battalion on 8 February 1916. He served on the Western Front, in France, and trained as a machine gunner.

In August 1916, Membrey was reported missing; it was later discovered he had been captured by German forces at Mouquet Farm. In his memoirs, he writes of lying alone in a trench for five days and nights, his left arm seriously injured, before his capture. He was detained at Gottingen prisoner of war camp, where his arm was amputated by a German doctor. After spending years as a prisoner, Membrey was part of a prisoner exchange that saw him sent back to England, then, after two months of recuperation, back to Australia in April of 1918.

After the war, Membrey and his wife, Ruby, settled in Hampton, VIC, where he worked for the tramway board for 42 years. The loss of his arm meant he could no longer play the trombone, so he instead took up the euphonium, which he played in the Richmond City Band.