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Close was a pupil at King's School, Peterborough (then a grammar school), where he was taught Latin by John Dexter, brother of author Colin Dexter. He took a BSc in Physics at St Andrews University graduating in 1967, before researching for a DPhil in Theoretical Physics at Magdalen College, Oxford, under the supervision of Richard Dalitz, which he was awarded in 1970.
In addition to his scientific research, he is known for his lectures and writings making science intelligible to a wider audience.
From Oxford he went to Stanford University in California for two years as a Postdoctoral Fellow on the Stanford Linear Accelerator Center. In 1973 he went to the Daresbury Laboratory in Cheshire and then to CERN in Switzerland from 1973–5. He joined the Rutherford Appleton Laboratory in Oxfordshire in 1975 as a research physicist and was latterly Head of Theoretical Physics Division from 1991. He headed the communication and public education activities at CERN from 1997 to 2000. From 2001, he was Professor of Theoretical Physics at Oxford. He was a Visiting Professor at the University of Birmingham from 1996–2002.
His Royal Institution Christmas Lectures in 1993, entitled The Cosmic Onion, gave their name to one of his books. He was a Member on the Council of the Royal Institution from 1997–9. From 2000 to 2003 he gave public lectures as Professor of Astronomy at Gresham College, London.
In his book, Lucifer's Legacy: The Meaning of Asymmetry ISBN 9780198503804, Close wrote: "Fundamental physical science involves observing how the universe functions and trying to find regularities that can be encoded into laws. To test if these are right, we do experiments. We hope that the experiments won't always work out, because it is when our ideas fail that we extend our experience. The art of research is to ask the right questions and discover where your understanding breaks down." 
His 2010 book Neutrino ISBN 9780199574599 discusses a tiny, difficult-to-detect particle emitted from radioactive transitions and generated by stars. Also discussed are the contributions John Bahcall, Ray Davis, Bruno Pontecorvo, and others who made a scientific understanding of this fundamental building block of the universe.