Pilsbry (frequently misspelled "Pilsbury") spent his childhood and youth in Iowa. He was called "Harry" Pilsbry then, and developed an early fascination with the limited variety of mollusks he was able to find. He attended the University of Iowa, and received the Bachelor of Science degree there in 1882, but did not immediately find employment in his field of interest. Instead, Henry Pilsbry worked for publishing firms and newspapers for the next several years, but devoted most of his spare time to the study of mollusks.