Parry was born in London, the second son of John Humffreys Parry, a barrister. Parry himself studied at the Middle Temple and was called to the Bar in 1885. He was Judge of Manchester County Court 1894-1911 and became Judge of Lambeth County Court in 1911. He wrote several plays and books for children. He was appointed to sit on a Pensions Appeal Tribunal in the summer of 1917, which dealt with appeals against governmental decisions on military pensions, and later published a book on War Pensions: Past and Present, co-authored with Sir Alfred Codrington, another member of the Tribunal.