Walter Breuning was born in Melrose, Minnesota. He was the son of John and Cora (née Morehouse) Breuning, and had two brothers and two sisters. In 1901, when he was 5, his family moved to De Smet, South Dakota, where he went to school for nine years until his family broke up in 1910. Breuning referred to this time as "the dark ages", as his family lived without electricity, water, or plumbing. Apart from his parents, who died at 50 and 46, longevity runs in Breuning's family. His paternal and maternal grandparents lived into their 90s and his siblings lived to ages 78, 85, 91, and 100. His only surviving family at the time of his death were 1 niece and 3 nephews (all in their 80s), plus great-nieces and great-nephews.