Harry Connick Jr. was born and raised in New Orleans. His mother, Anita Frances Livingston (née Levy), was a lawyer and judge in New Orleans. His father, Harry Connick Sr., was the district attorney of Orleans Parish from 1973 to 2003. He has an older sister named Suzanna. His parents also owned a record store. Connick's father is a Roman Catholic of Irish, English, Northern Irish, and German ancestry. Connick's mother, who died of ovarian cancer, was Jewish (her parents had emigrated from Minsk and Vienna, respectively). Connick and his sister, Suzanna, were raised in the Lakeview neighborhood of New Orleans.
Connick started learning keyboards at age three, playing publicly at age five, and recording with a local jazz band at ten. When he was nine years old, Connick performed Beethoven's Piano Concerto No. 3 Opus 37 with the New Orleans Symphony Orchestra (now the Louisiana Philharmonic). Later he played a duet with Eubie Blake at the Royal Orleans Esplanade Lounge in New Orleans. The song was "I'm Just Wild About Harry". This was recorded for a Japanese documentary called Jazz Around the World. The clip was also shown in a Bravo special called Worlds of Harry Connick, Junior. in 1999. His musical talents were developed at the New Orleans Center for Creative Arts and under the tutelage of Ellis Marsalis Jr. and James Booker.
Connick attended Jesuit High School, Isidore Newman School, Lakeview School, and the New Orleans Center for Creative Arts which are all in New Orleans. Following an unsuccessful attempt to study jazz academically, and having given recitals in the classical and jazz piano programs at Loyola University, Connick moved to the 92nd Street YMHA in New York City to study at Hunter College and the Manhattan School of Music. There he met Columbia Records executive, George Butler, who persuaded him to sign with Columbia. His first record, Harry Connick Jr., was a mainly instrumental album of standards. He soon acquired a reputation in jazz because of extended stays at high-profile New York City venues. His next album, 20, featured his vocals and added to this reputation.