Tinning was born and raised in Pilger, Nebraska, where he was a sports star for the high school and local sandlot baseball teams. Tinning was born into the Arthur Tinning family. His father was a farmer by trade and the family lived northwest of Pilger on their farm. Bud's siblings included two sisters Mabel and Marie and two brothers, Oger and Dewey. Bud's mother died in childbirth when Bud was only two years old. As a youngster, he attended Pilger High School for two years however he quit school to help his father on the farm.