Berenson was born Bernhard Valvrojenski in Butrimonys, Vilnius Governorate (now in Alytus district of Lithuania) to a Litvak family – father Albert Valvrojenski, mother Judith Mickleshanski, and younger siblings including Senda Berenson Abbott. His father, Albert, grew up following an educational track of classical Jewish learning and contemplated becoming a rabbi. However, he became a practitioner of Haskalah, a European movement which advocated more integration of Jews into secular society. After his home and lumber business were burned to the ground, he lived with his more traditionalist in-laws who pressured him to enroll Bernard with a Hebrew and Aramaic tutor. Instead, they emigrated to Boston, Massachusetts, in 1875, whereupon the family name was changed to "Berenson." Berenson converted to Christianity in 1885, becoming an Episcopalian. Later, while living in Italy, he converted to Catholicism.