|photo by Mr. Biz, St. Margarets Lidlington|
|Sir Philip Sidney|
When Thomas Dudley died in 1653 he used his seal on his will. The seal on his will, "shows the coat of arms which formed the basis for the arms of Dudley House (or, a lion rampant vert, clawed and langued gules and with teeth and eye argent, surrounded by a bordure gules)".  The use of this seal is seen as a confirmation that Thomas somehow descended from this family. The question remains, who was Roger's father?
what does RCA say?
If you read my blog you know that Robert Charles Anderson is my genealogy hero. He writes in his 2012 Winthrop Fleet, "many attempts have been made to place Roger Dudley, father of the immigrant, into the large and prominent Dudley family of Northern England, but without success. 
Boy, if RCA says there's no proof, i'm going to have a hard time trusting other researchers who say they know otherwise.
what do others say?
All sorts of ancestry has been drawn up for Roger Dudley over the years, including Drapers, Sergeants of Pastry and illegitimate children. The latest version of his ancestry was complied by H. Allen Curtis. He contends, through a process of elimination, that the parents of Roger Dudley were Henry Dudley and his wife ____Ashton. This is based solely on Thomas Dudley's use of heraldry of the Sutton Dudleys.  I am guessing that this is why RCA doesn't see it as proof as there is no actual documentation involved. Here is a link to the H. Allen Curtis Article on the ancestry of Roger Dudley. I know next to nothing about Heraldry, so I cannot pass judgment on his case. The website The Peerage traces the family through Henry Dudley and his wife, the daughter of Sir Christopher Ashton. Unfortunately, there are no documented children.
 "England Select Marriages, 1538-1973," database, Ancestry (https//:www.ancestry.com : accessed 24 April 2016) entry for the marriage of Roger Dudley and Susan Thorn on 8 June 1575 at Lidlington, Bedford.
 Cotton Mather, The Life of Mr. Thomas Dudley, several times governor of the colony of Massachusetts, (Cambridge: Press of J. Wilson and Son, 1870), 5.
 Mather, The Life of Thomas Dudley, 5
 Author Unknown "Thomas Dudley and Dudley Family," The Harvard Computer Society (http://www.hcs.harvard.edu/~dundergr/history.html : accessed 24 April 2016).
 Robert Charles Anderson, The Winthrop Fleet, (Sabine, Michigan : McNaughton and Gunn, 2012) 285.
 H. Allen Curtis, "Roger Dudley's Father Proved to be Captain Henry Dudley," Roger Covalt's Web Site (http://www.covalt.org : accessed 24 April 2016).