Frederick Benteen was born August 24, 1834, in Petersburg, Virginia to Theodore Charles Benteen and his wife Caroline (Hargrove) Benteen. Benteen's paternal ancestors had emigrated to America from the Netherlands in the 18th century, settling in Baltimore, Maryland. Theodore and Caroline moved their family to Virginia from Baltimore shortly after the birth of their first child, Henrietta Elizabeth, in October 1831. Frederick Benteen was educated at the Petersburg Classical Institute, where he was first trained in military drill. His family moved to St. Louis, Missouri in 1849.