The son of a cobbler, Cave was born in Newton near Rugby, Warwickshire and attended the grammar school there. Cave was made to leave after it was said he stole from the headmaster. He worked at a number of different jobs, such as selling timber, writing and printing. He came up with the idea of a periodical that would cover every subject the educated public was interested in, from commerce to poetry. He tried to get some London printers and booksellers to take up the idea. When no one showed any interest, Cave took on the job by himself. "The Gentleman's Magazine" was started in 1731 and soon became the most important and most copied periodical of its time. It also made Cave very rich.