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Cavendish was the son of William Cavendish, 3rd Earl of Devonshire, of Chatsworth in Derbyshire. He was styled Lord Cavendish of Hardwicke until 1684. He had the usual childhood and education of an aristocrat, despite growing up during the Commonwealth period, and went on the Grand Tour to Europe in the late 1650s. In 1662, Cavendish married Mary (1646-1710), daughter of James Butler, 1st Duke of Ormond. He entered Parliament in 1661 as M.P. for Derbyshire.
In 1684 he succeeded his father as Earl of Devonshire. He was part of the emerging Whig group of politicians. He was a leader of the opposition to Roman Catholic influence at court, but backed away from fully supporting the bills to exclude the Duke of York from the throne between 1679 and 1681.
When the Duke of York succeeded as James II, Devonshire's opposition to his rule led him to sign the 'Invitation', along with six others, offering support should William, Prince of Orange, take the throne. When William's army landed in England in November 1688, Cavendish seized Derby and Nottingham on his behalf and raised a regiment of horse.
As a reward for his service to the revolution, he was created Duke of Devonshire in 1694. Devonshire also received many other honours and was part of the collective regency six times between 1695 and 1701. He was High Steward at the coronation of Queen Anne in 1702. Devonshire rebuilt Chatsworth House in magnificent style between 1687 and 1706.