Sessions was born in Brooklyn, New York, to a family that could trace its roots back to the American Revolution. His mother, Ruth Huntington Sessions, was a direct descendant of Samuel Huntington, a signatory of the Declaration of Independence. Roger studied music at Harvard University from the age of 14. There he wrote for and subsequently edited the "Harvard Musical Review". Graduating at age 18, he went on to study at Yale University under Horatio Parker and Ernest Bloch before teaching at Smith College. With the exception, mostly, of his incidental music to the play "The Black Maskers", composed in part in Cleveland in 1923, his first major compositions came while he was traveling Europe with his first wife in his mid-twenties and early thirties.