Major General William Frederick Cavaye was a son of General William Cavaye and Isabella Jane (Hutchinson) Cavaye and the brother of Isabella Charlotte Cavaye, John Hunter Cavaye, Lieutenant Charles Walter Cavaye (24th Regiment of Foot), Lieutenant Archibald Willoughby Cavaye, Captain Henry Kennett Cavaye, Lieutenant Arthur Astley Cavaye, Frederick Napier Warden Cavaye, Lieutenant Colonel Alexander Hepburne Barrington Cavaye (King's Own Scottish Borderers), Caroline Felicity (Cavaye) Wardle, Lieutenant Colonel George Ross Cavaye (Queen's Own Cameron Highlanders), and Robert Rutherford Cavaye.

He was educated at Edinburgh Academy, Old Charlton, Kent, and then Royal Military College, Sandhurst. He was commissioned an Ensign in 1865, promoted to Lieutenant in 1867, Captain in 1874, Major in 1881, Lieutenant Colonel in 1883 (and commanding officer of the 2nd Battalion, Royal Sussex Regiment), and Colonel by 1890.

He married Ada Mary Barttelot, daughter of Colonel Sir Walter Barttelot (1st Baronet, Barttelot of Stopham), on 17 October 1892.

During his long career, he participated in conflicts including the Anglo-Zulu War of 1879 and the Second Boer War (1899-1902). In 1914, he was given command of the 2nd East Anglian Division with the rank of Brigadier. Cavaye's division was not sent to the continent during the First World War, however he personally served on special service from 1917-1919 with the British Expeditionary Force in France and was promoted to Major General.

Cavaye was also publicly-active in civilian life. He served as a Councillor of the Borough of Kensington from 1903-1926, Mayor of the Borough of Kensington from 1907-1909, an Alderman of the City of London from 1914-1926, and as representative member of South Kensington on the London County Council from 1910-1925.