Ormandy was born in Budapest, Austria-Hungary, as Jenő Blau, the son of Jewish parents Rosalie and Benjamin Blau, a dentist who was also an amateur violinist. Ormandy began studying violin at the Royal National Hungarian Academy of Music (now the Franz Liszt Academy of Music) at the age of five. He gave his first concerts as a violinist at age seven and, studying with Jenő Hubay, graduated at 14 with a master's degree. In 1920, he obtained a university degree in philosophy. In 1921, he moved to the United States.