Harry Sax was born May 01, 1939 in Chicago, Illinois, the son to first generation American Jews. He spent his childhood on Chicago's Southside, where his family belonged to a progressive Reform congregation. After graduating from Hyde Park High School, he continued his education at Indiana University. In college, Sax was a member of the Zeta Beta Tau Jewish fraternity, participated in a singing group, and was a cadet in the Reserve Officers' Training Corps.

“My goal with [pageantry] was: I just want to have as much impact as possible within the community, and then, self-servingly, it’s an amazing networking opportunity; you meet tons and tons of people, and so that’s what I did.”