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.