Locke was born on September 13, 1886 in Philadelphia, Pennsylvania. His parents were both schoolteachers. He was a graduate of Central High School and the Philadelphia School of Pedagogy. He was a member of the Harvard University of 1908. However, he graduated ("magna cum laude") after only three years in 1907. In 1912 he won a Rhodes Scholarship which he used to attend Oxford University. He also studied for a year at the Frederick William University of Berlin. In 1918 he received his Ph.D. from Harvard.