Horne was born on June 30, 1917 in Brooklyn, New York City. She was raised in Pittsburgh, Pennsylvania and in New York City. When she was three years old, her father, Edwin “Teddy” Horne, and her mother, Edna, divorced. She lived with her grandmother, Cora Calhoun, and her grandfather, Edwin Horne. Her mother was an actor and singer, but she was not very successful. She took Lena to the South, where they moved often. When she returned to Brooklyn, she continued to move often. After her career started, Horne married Louis Jones. They divorced later. They had two children, Gail and Edwin “Teddy”. Then, she was married to Leonard George “Lennie” Hayton, a white musician. Because marriage between two races was against the law in California, they were married in Paris, France. In 1970, Horne’s son and father died. The year after, Horne’s husband died of a heart attack.