Malcolm Wheeler-Nicholson was born in Greeneville, Tennessee. His father, whose surname was Strain, died in 1894, after the birth of his second son, Malcolm's brother Christopher. Another sibling, a sister, died in 1894, when Malcolm was four. Their mother, Antoinette Wheeler, afterward moved to New York City, became a journalist, and later joined a start-up women's magazine in Portland, Oregon. By this time she had changed her last name to "Straham", a variant of "Strain", and upon marrying teacher T. J. B. Nicholson, who would become the boys' stepfather, reverted to her maiden name and appended her new married name. The brothers were raised in "an iconoclastic, intellectual household" where his family entertained such guests as Theodore Roosevelt and Rudyard Kipling.