Fry was born in Hampstead, London, on 24 August 1957 to Marianne Eve Fry ("née" Newman) and Alan John Fry (1930–2019), a British physicist and inventor. Fry's father was English, and his paternal grandmother had roots in Kent and Cheshire. The Fry family originates in Dorset, at Shillingstone and Blandford; in the early 1800s, Samuel Fry (second son of James Fry, of Shillingstone and Blandford) settled in Surrey, with his descendants residing in Middlesex. In his autobiographical writings and elsewhere, Fry has claimed relationship to the Fry family that founded the eponymous chocolate company, the regicide John Fry (one of the signatories to the death warrant for Charles I,) and the cricketer C. B. Fry.