Locke was born in Edinburgh, UK, in 1959; lived from 1966 to 1980 in Georgetown, Guyana; and is currently based in London. He obtained a B.A. Fine Art in Falmouth (1988) and an M.A. Sculpture at the Royal College of Art, London (1994). In 2000 he won both a Paul Hamlyn Award and an East International Award. In 2022 he was elected a member of The Royal Academy of Arts, and was made an OBE in 2023.

His work is represented in many collections including those of the The Government Art Collection, The Pérez Art Museum Miami, The Tate Gallery, The Arts Council of England, The National Trust, The Metropolitan Museum of Art, New York, The Brooklyn Museum, New York, 21c, The New Art Gallery Walsall, The Victoria & Albert Museum, The Imperial War Museum, The British Museum and The Henry Moore Institute, Leeds.