Miles Dewey Davis III was born on May 26, 1926, to an affluent African-American family in Alton, Illinois, 15 miles (24 kilometers) north of St. Louis. He had an older sister, Dorothy Mae (born 1925), and a younger brother, Vernon (born 1929). His mother, Cleota Mae Henry of Arkansas, was a music teacher and violinist, and his father, Miles Dewey Davis Jr., also of Arkansas, was a dentist. They owned a 200-acre (81 ha) estate near Pine Bluff, Arkansas with a profitable pig farm. In Pine Bluff, he and his siblings fished, hunted, and rode horses. Davis' grandparents were the owners of an Arkansas farm where he would spend many summers.
In 1927, the family moved to East St. Louis, Illinois. They lived on the second floor of a commercial building behind a dental office in a predominantly white neighbourhood. Davis' father would soon become distant to his children as the Great Depression caused him to become increasingly consumed by his job; typically working six days a week.