He was born in Chelsea. His father,  native of Lanark, was as a soldier, losing an arm at the Battle of Fontenoy, and was admitted, first as an inmate, and afterwards as an outdoor pensioner, to Chelsea Hospital. Gillray started his working  life at learning letter-engraving. This employment,being boring, he travelled for a time with a company of strolling players. He returned to London as a student in the Royal Academy, supporting himself by engraving, and probably issuing a  number of caricatures under fictitious names. His caricatures are almost all in etching, some  with aquatint,  a few using stipple . None can correctly be described as engravings, although this term is often loosely used of them.  Paddy on Horseback, which appeared in 1779, is the first caricature which is certainly his. Two caricatures on Rodney's naval victory, issued in 1782, were among the first of the memorable series of his political sketches.
The name of Gillray's publisher and print seller, Miss Hannah Humphrey—whose shop was first at 227 Strand, then in New Bond Street, then in Old Bond Street, and finally in St James's Street—is personally associated with that of the caricaturist himself. Gillray lived with Miss (often called Mrs) Humphrey during most of his working life. He several times thought of marrying her, and that on one occasion the pair were on their way to the church, when Gillray said: "This is a foolish affair, methinks, Miss Humphrey. We live very comfortably together; we had better let well alone." There is no clear evidence, , to support the stories  scandalmongers invented about their relationship. Gillray's plates were shown in Humphrey's shop window.His eyesight started failing him, causing him to stop work in 1809. Depressed he turned to drink, and in July 1811 Gillray attempted to kill himself by throwing himself out of attic window above Humphrey's shop. During 1811 he became mad, although he had occasional intervals of sanity, when he did his last work. The approach of madness may have been hastened by his lifestyle. Gillray died on 1 June 1815, and was buried in St James's churchyard, Piccadilly.

A selection of Gillray's cartoons/charicatures appeared in  1818; but the first good edition from the original plates was Thomas McLean's, which was published on quality ragpaper, in 1830. In 1849/1851 Henry George Bohn put out an edition, from the original plates in a handsome elephant folio, the coarser sketches—commonly known as the "Suppressed Plates"—being published in a separate volume. This is on a poorer paper that can suffer from numerous edge tears as paper quality was sacrificed for  a lighter weight to take the impressions from an aging plate. . . ie pic may be crisp but unlesss you watch the paper will be too!