Sir David Rae was the son of the Rev. David Rae, a clergyman of the Episcopal persuasion in Edinburgh, by Agnes, a daughter of Sir David Forbes of Newhall, Baronet, brother to the celebrated Duncan Forbes of Culloden.

He was born in 1729, and acquired his classical education at the University of Edinburgh, where he studied for the bar, and was admitted a member of the Faculty of Advocates in 1751. When the celebrated Douglas cause was before the Court, he was appointed one of the Commissioners who accompanied Lords Monboddo and Gardenstone (then advocates) to France, in 1764, for the purpose of investigating the proceedings which had been carried on in Paris relative to the case.

After thirty years of honourable and successful practice at the bar, Mr. Rae was promoted to the bench on the death of Alexander Boswell of Auchinleck in 1782, and succeeded Robert Bruce of Kennet as a Lord of Justiciary in 1785. On his promotion, he assumed the title of Lord Eskgrove, from the name of a small estate, near Inveresk, not far from Musselburgh. On the bench he was distinguished by that depth of legal knowledge and general talent for which he was eminent as an advocate. His opinions were generally expressed in a clear, lucid manner; and he sometimes indulged in humorous illustration.

In a cause relating to the game-laws, decided in 1790, after parties had been heard, and the Lord Justice-Clerk (M'Queen), as well as Lord Hailes, had severally delivered their opinions in favour of the pursuer, Lord Monboddo, as he frequently did, held quite a different opinion from the rest of his brethren. The parties were the Earl of Breadalbane v. Livingstone of Parkhall; the latter having killed game on the lands of the Earl without permission. The case was decided against the defender. He contended that, in order to prevent our noblemen and gentlemen from growing effeminate, and for preserving their strength and bodies in good order, the legislature meant to encourage sportsmen, and allowed them to pursue their game where they could find it; and he desired to see what law took away this right. There were laws, indeed, prohibiting them from hunting on enclosed grounds; but when it prohibited them from those grounds, it certainly implied that they were tolerated on grounds not enclosed. Although he should stand single in his opinion, he could see no reason for altering it.

Lord Eskgrove observed in reply, that he was no hunter himself, and he should be sorry to see his learned friend prevented from following this healthful sport. Other property he understood was at the proprietor's will, and exclusively his own ; and he could not see why a land was not alike sacred. If a gentleman had no power to prevent another from following his sport on his grounds, it might be carried to every species of sport. "With regard to the law allowing and encouraging hunting, to preserve our nobility and gentry from becoming effeminate, he saw little danger of this ; but, if they had no game to pursue on their own grounds, let them hunt upon the highway—perhaps this would brace their nerves ! As for the common people, they might attend to their necessary avocations ; or, if that would not do, and if not allowed to hunt, they might roll cannon balls, which he saw was a new diversion likely to be introduced, and which he believed they would find to be exercise enough to make them hardy, without trespassing on their neighbour's property, by hunting where they had no right. There used to be an old game, for which, in the Kirk Session records, various transgressors of the Sabbath-day used to be punished, called "playing at the bullets"—perhaps his lordship alluded to this; but it was not a new diversion, being very common during the seventeenth century.

Lord Eskgrove was one of the judges before whom Margarot, Skirving, and Gerrald, the Reformers of 1793, were tried; and, making due allowance for the difference of sentiment held on the principles involved in these trials, it must be admitted that, in delivering his opinions on the various points brought under the review of the bench, his arguments were acutely logical, and in strict accordance with existing laws. It ought perhaps to be remembered, as due to the characters of the judges who filled the bench in 1793, that similar opinions were held by their successors, and the legality of their proceedings confirmed twenty-seven years afterwards, in the case of Macleod, who was transported in 1821, for his connection with an unstamped periodical, published in Glasgow, called the "Spirit of the Union."

On the death of Lord Braxfield in 1799, Lord Eskgrove was promoted to be Lord Justice-Clerk, which office he filled with ability and integrity of character. In 1804, the honour of a baronetage was conferred upon, him, as a mark of Royal approbation; but, being then far advanced in years, he did not long enjoy his title. He died on the 4th October of the same year.

Sir David Rae married, in 1761, Margaret, daughter of Dougald Stewart, Esq. of Blairhall, a near relative of the Earl of Bute and of Lady Ann Stewart, daughter of Francis Earl of Moray, by whom he had two sons and a daughter. David, his successor, entered early into the army, and was at one time Lieut-Colonel of the Middlesex Militia. On his death, he was succeeded by his brother, Sir William Rae, who for many years was Sheriff of Edinburgh, the arduous duties of which office he discharged with universal approbation. He was appointed Lord Advocate upon the promotion of Lord Meadowbank, in 1819, and held this high office down to the end of the year 1830. He was again appointed Lord Advocate during Sir Robert Peel's administration in 1835, and is at present (1842) member of Parliament for the county of Bute, and a Privy Councillor.