Joseph Mielziner was the son of artist Leo Mielziner and Ella Lane McKenna Friend, a writer. Mielziner was the brother of actor-director Kenneth MacKenna. Their paternal grandfather was a rabbi. He studied painting at the Art Students League and the Pennsylvania Academy of the Fine Arts. His brother recruited him as a stage manager for summer stock, where Mielziner discovered his passion for scenic design. With fellowships he received from the Pennsylvania Academy, he had the opportunity to study set design in Paris, Vienna, and Berlin. Additionally, he served as an apprentice to Robert Edmond Jones, designer of Eugene O'Neill's "Desire Under The Elms".