Horowitz was born in Kiev, that time part of the Russian Empire (now Ukraine) to a Jewish family in 1903. He was the youngest of four children. His father was an engineer and his mother was a pianist. He first started piano lessons from his mother at an early age. In 1912 he joined Kiev University where he was taught by Vladimir Puchalsky, Sergei Tarnowsky, and Felix Blumenfeld. He performed Sergei Rachmaninoff's Piano Concerto No. 3 in D Minor on his graduation. He then performed his first solo concert in Kharkiv in 1920.