Lyle Russell Cedric "Skitch" Henderson was born at Halstad, Minnesota, United States, in 1918 to Joseph and Josephine Henderson, both of Norwegian descent. After his mother died in 1920, he was raised by his aunt Hattie Henderson Gift and uncle Frank Gift. His aunt taught him piano, starting at the age of four. Although he did not receive formal conservatory education in music, Henderson received classical training under Fritz Reiner, Albert Coates, Arnold Schoenberg, Ernst Toch and Arturo Toscanini, who invited him to conduct the NBC Symphony Orchestra. Henderson would later recount his learning the ropes by playing in taverns with popular singers of the day.