Cavendish was born in 1930 at Henley-on-Thames, Oxfordshire, the son of a Church of England clergyman. He lived with his partner in the United States for eight years, in New York and Los Angeles.

Cavendish was educated at Christ's Hospital and at Brasenose College, Oxford, where he specialized in medieval studies. He has written both on the political and social history of Great britain and on the history of folk magic and occultism in the british Isles and Europe. Among his best-known works are The Black Arts, The Tarot, A History of Magic, and the influential 24-volume set Man, Myth & Magic, which he both edited and contributed to.

Cavendish's work is highly regarded for its depth of research and agnostic stance towards its sometimes controversial subject matter. While written for a lay audience rather than for scholars, books like The Black Arts and The Powers of Evil in Western Religion, Magic and Folk Belief remain accessible, reputable, and insightful reading decades after their original publication.