Lena Mary Calhoun Horne was born June 30, 1917, in the New York City borough of Brooklyn. Both sides of her family claimed a mixture of African-Americans, Native Americans, and Caucasians, and both were part of what black leader W.E.B. DuBois called "the talented tenth," the upper stratum of the American black population made up of middle-class, well-educated African-Americans. Her parents, however, might both be described as mavericks from that tradition. Her father, Edwin Fletcher Horne, Jr., worked for the New York State Department of Labor, but one of her biographers describes him more accurately as "a 'numbers' banker": his real profession was gambling. Her mother, Edna Louise (Scottron) Horne, aspired to act. The two lived in a Brooklyn brownstone with Horne's paternal grandparents, teacher and newspaper editor Edwin Fletcher Horne, Sr. and his wife, Cora (Calhoun) Horne, a civil rights activist and early member of the National Association for the Advancement of Colored People (NAACP), which had been founded in 1909 and was headed by DuBois. (Indeed, Horne herself could claim a similar association. A photograph of her as a two-year-old appears on the cover of the October 1919 issue of the NAACP's Branch Bulletin, describing her as the organization's youngest member!)
Horne's father and mother separated in August 1920 when she was three, later divorcing. Her father moved to Seattle before eventually settling in Pittsburgh, where he ran a hotel when he wasn't traveling the country to attend and gamble on sporting events. Horne and her mother initially remained in her grandparents' home, but when Horne was about five, her mother left to pursue her acting career, initially with the Lafayette Stock Company in Harlem. Horne recalled in her 1965 autobiography Lena (written with Richard Schickel) that she visited her mother occasionally and even made her stage debut as a young child in the play Madame X in Philadelphia. After a couple of years, Horne's mother took her on the road with her, and from the age of six or seven to the age of 11 she was raised in various locations in the South and the Midwest by her mother, relatives, and paid companions, with frequent trips back to Brooklyn. Finally, in early 1929, she returned permanently to her grandparents' home. She stayed there until September 1932, when her grandmother died, then went to live with a family friend. While attending Girls High School in Brooklyn, she also took dancing lessons, even playing with a group at the Harlem Opera House for a week in 1933. Her mother, meanwhile, had been living in Cuba, where she had remarried. She returned to New York and reclaimed her daughter. They lived in Brooklyn, then moved to the Bronx, and eventually Harlem. Money was tight in those Depression years, and Horne's mother obtained an audition for her at the Cotton Club through a friend. She was hired as a chorus girl at the club at the age of 16.
In the fall of 1933, Horne joined the chorus line of the Cotton Club in New York City. In the spring of 1934, she had a featured role in the Cotton Club Parade starring Adelaide Hall, who took Lena under her wing. A few years later Horne joined Noble Sissle's Orchestra, with which she toured and with whom she recorded her first record release, a 78rpm single issued by Decca Records. After she separated from her first husband, Horne toured with bandleader Charlie Barnet in 1940–41, but disliked the travel and left the band to work at the Café Society in New York. She replaced Dinah Shore as the featured vocalist on NBC's popular jazz series The Chamber Music Society of Lower Basin Street. The show's resident maestros, Henry Levine and Paul Laval, recorded with Horne in June 1941 for RCA Victor. Horne left the show after only six months when she was hired by former Cafe Trocadero (Los Angeles) manager Felix Young to perform in a Cotton Club-style revue on the Sunset Strip in Hollywood, and was replaced by actress Betty Keene of the Keene sisters.
Horne already had two low-budget movies to her credit: a 1938 musical feature called The Duke is Tops (later reissued with Horne's name above the title as The Bronze Venus); and a 1941 two-reel short subject, Boogie Woogie Dream, featuring pianists Pete Johnson and Albert Ammons. Horne's songs from Boogie Woogie Dream were later released individually as soundies. Horne made her Hollywood nightclub debut at Felix Young's Little Troc on the Sunset Strip in January 1942. A few weeks later, she was signed by Metro-Goldwyn-Mayer, becoming the first black performer to sign a long-term contract with a major Hollywood studio. In November 1944, she was featured in an episode of the popular radio series Suspense, as a fictional nightclub singer, with a large speaking role along with her singing. In 1945 and 1946, she sang with Billy Eckstine's Orchestra.