Born on February 7, 1990, in Enfield, England, Etheridge began his professional career at Chelsea, where he spent several years in the youth academy. He made his first-team debut for the club in 2006, but struggled to secure a regular spot in the team. In search of more playing time, Etheridge went on loan to various lower league clubs, including Fulham, Bristol Rovers, and Crewe Alexandra.