Ashe S. Windham initially had the surname Smith-Windham, which he officially changed to Windham in 1888. However, even years before the official change he was commonly known as A.S. Windham. He obtained the degrees Bachelor of Arts (BA) and Master of Arts (MA) at Cambridge University, joined the colonial service, and arrived in Natal in June 1855. After some time as an acting magistrate he was appointed magistrate of the Umvoti division in 1857, with his headquarters in Greytown. There he became the first officer commanding the Greytown (later Umvoti) Mounted Rifles. In 1859 he married Juliet A. Maclean, with whom he had three sons. Later he settled in Durban and in 1879 became acting judge of the Natal Native High Court, a post he held until his retirement in 1883. On the basis of his Cambridge qualifications the University of the Cape of Good Hope admitted him to its Master of Arts degree in 1875.
Windham was interested in agriculture and natural history. While still in Greytown he was elected president of the Umvoti Agricultural Society. In 1864 he addressed the members of the Umvoti and Pietermaritzburg Agricultural Societies on "Lung sickness and inoculation", dealing mainly with inoculation experiments performed in the Netherlands. The paper was published as a pamphlet in Pietermaritzburg. During the eighteen-seventies in Durban he served on the committee of the Natal Agricultural and Horticultural Society. He became a member of the short-lived Natural History Association of Natal, established in Durban in 1868, and in June that year exhibited a collection of birds at one of the meetings. In March 1869 he deliverd a paper before the society on "The game birds of Natal". He also collected insects in the neighbourhood of Eshowe, which he presented to the South African Museum, Cape Town, in 1887.
Windham was a competent amateur painter. He painted a number of Natal landscapes, including Durban Bay, the mouth of the Ngeni, Majuba Hill and Laings Nek, and the first railway in South Africa (between Durban and the Point, in June 1860). Though he is said to have left for England in 1884 (Dictionary of South African biography) he appears to have returned to Natal for some time, serving as joint vice-president of the Natal Society (Natal almanac, 1888) and as a member of the society's museum committee (Ibid, 1890-1891). He was married to Juliet A. MacLean. Their son, Sir William Windham, became Secretary for Native Affairs in the Transvaal Colony.