Third son of Robert, first Earl of Roden, he took his BA degree at Trinity College, Dublin, and was ordained in the Anglican Church of Ireland. He remained unmarried. After a series of comfortable church appointments, in 1809 he was appointed Bishop of Ferns and Leighlin. In 1811 in Dublin he was accused by a servant of attempting to obtain sex. Jocelyn denied the accusation, charged the servant with criminal libel and won his case.
In 1820 he was appointed Lord Bishop of Clogher in Ireland. On 19 July 1822 Jocelyn, on a vist to London, was apprehended in the back room of a alehouse in Westminster with his trousers down, in the company of the Guardsman John Moverley.
Although dressed as a clergyman, he refused to reveal his identity, although this was soon revealed. The news of the bishop's arrest caused an immediate sensation in London's clubs and coffee houses. Clogher and his soldier pick-up were released on bail paid by the Earl of Roden and others.
When both Jocelyn and Moverley failed to appear in court the process was begun to deprive him of his ecclesiastical office. There is reason to believe that the government, rather than to have a bishop found guilty of the crime of sodomy, was willing to let him escape.
As expected, Jocelyn broke bail and fled to Scotland then went to Paris after extracting as much money etc. from the Episcopal Palace in Ireland as he could and then disappeared, and Moverley also disappeared. It seems that Jocelyn changed his name to Thomas Wilson and found private employement as a butler. He died in obscurity in Edinburg.
Jocelyn was the most senior churchman in Britain to be inolved in a public homosexual scandal in the 19th century. The fall of the Bishop of Clogher (the "Bishop of Sodom") became a subject of satire and popular ribaldry, resulting in more than a dozen illustrated satirical cartoons and numerous pamphlets and limericks, such as:
The Devil to prove the Church was a farce
Went out to fish for a Bugger.
He baited his hook with a Soldier's arse
And pulled up the Bishop of Clogher.