McCurdy was born in Washington, Maine, on January 1, 1880. He was the son of 17-year-old Sadie McCurdy who was unmarried at the time of his birth. The identity of McCurdy's father is unknown; one possibility is Sadie's cousin, Charles Smith (McCurdy would later use the name "Charles Smith" as an alias). In order to save Sadie the embarrassment and shame of raising an illegitimate child, her brother George and his wife Helen adopted Elmer. After George died of tuberculosis in 1890, Sadie and Helen moved with Elmer to Bangor, Maine. Sadie eventually told her son that she, not Helen, was his mother and that she was unsure of who his biological father was. The news disturbed McCurdy who grew resentful and became "unruly and rebellious". As a teenager, he began drinking heavily, a habit he would continue throughout his life.