Nicholas Guest was born in New York City, the son of Peter Haden-Guest, a British United Nations diplomat who later became the 4th Baron Haden-Guest, and his second wife, Jean Pauline Hindes, a former vice president of casting at CBS. Guest's maternal grandparents were Jewish immigrants from Russia. His paternal grandfather, Leslie, Baron Haden-Guest, was a Labour Party politician who was a convert to Judaism, and his paternal grandmother's father was Colonel Albert Goldsmid, a British officer who founded the Jewish Lads' and Girls' Brigade and the Maccabaeans. Both of Guest's parents had become atheists, and Guest had no religious upbringing. More than a decade before he was born, his uncle David Guest, a lecturer and Communist Party member, was killed in the Spanish Civil War fighting in the International Brigades.