Windsor came from a Canadian family, owners of a sugar plantation in the West Indies. He was born at sea on a voyage to Barbados, probably in 1833. His father died when he was five years old, and when he was about eight he was sent to school at Ottery, St Mary, Devonshire. He left school at 17, lived at Clifton and did some writing for the London press. He then returned to Barbados and for about 18 months taught at Codrington College. About the end of 1855 he went to Montreal and later to Glasgow. He worked as an army coach and also contributed to leading reviews; he had articles on Defoe and on Montaigne in the British Quarterly Review, in 1858. A collection of his articles was published in 1860, Ethica: or Characteristics of Men, Manners and Books.
He was appointed editor of the Melbourne Argus not long afterwards, but resigned on a question of policy after holding the position for two and a half years. Windsor subsequently went to live at Castlemaine and edited the Mount Alexander Mail for three years. In 1872 he succeeded James Harrison as editor of The Age, and continued in this position for 28 years. It was a period of great importance for Victoria which saw the transition from a colony depending principally on the pastoral industry and gold-mining, to one in which agriculture and manufacturing were to be even more important. David Syme, as proprietor of the Age, directed its policy, and there were periods when he practically ruled Victoria. Windsor's vigorous and gifted mind was the medium through which Syme's ideas were brought before the public. The literary power of his leaders and other contributions was strongly felt by their readers, and Windsor's influence on the period marked him as one of the great journalists of his time. He retired in 1900 and lived at Melbourne until his death.
- Serle, Percival (1949). "Windsor, Arthur Lloyd". Dictionary of Australian Biography. Sydney: Angus and Robertson.