Thorndike, born in Williamsburg, Massachusetts, was the son of Edward R and Abbie B Thorndike, a Methodist minister in Lowell, Massachusetts. Thorndike graduated from The Roxbury Latin School (1891), in West Roxbury, Massachusetts and from Wesleyan University (B.S. 1895). He earned an M.A. at Harvard University in 1897. His two brothers (Lynn and Ashley) also became important scholars. The younger, Lynn, was a medievalist specializing in the history of science and magic, while the older, Ashley, was an English professor and noted authority on Shakespeare.