He was born in Croydon, Surrey, the son of a clergyman, and married Henrietta (originally from Llanelly, Wales). With their daughter, identified as TAG (Veronica), aged one, they lodged at Academy Place, St Ives in 1891, although they appear to have been in St Ives some time before that because Jolley had joined STIAC by September of 1890 and he had submitted one painting Feeding the Pigeons, as 'from Guilt Jolly' (sic) in the Dowdeswell Exhibition of 1890 along with the Cornish artists.

The family had been living on the Continent a couple of years previously, as Veronica had been born in Florence, Italy (overseas British subject). He was known to be interested in the square-brush technique of some artists in the West Cornwall art colonies of that time. The family moved on to Bushey, Herts in 1893, London in 1894, and back on the Continent by 1908 when Etaple, Pas de Calais, was given as their address.

Listed as Gwilt Jolley in The Year's Art 1896 and 1902, he was submitting paintings c/o R J Stannard in Great Russell-Street, London, and may have been travelling whilst exhibiting widely. By 1910, he was at 81 Charlotte Street exhibiting a painting at the RA, but is no longer traceable in the exhibition records after 1914.

He donated a painting entitled "Quasi Aurora Consurgans" , As the Morning Rising' to the Catholic Church of the Immaculate Conception of Mary, Penzance, in 1892. It was blessed in his presence by the Rev Dr Courtenay who preached a sermon on the virtues of the Virgin Mary.This painting hung in the church for over 90 years until it was reluctantly auctioned off between 1979 and 1982.