He was born on May 5 in Pittsburgh, Pennsylvania, and graduated from Peabody High School, where his friend Malcolm Cowley was also a student. He attended Ohio State University to pursue courses in French, German, Greek, and Latin, but he later dropped out to move closer to New York City, where he enrolled at Columbia University. During his time there, he was a member of the Boar's Head Society. Due to the constraining learning environment, however, Burke also left Columbia, never receiving a college diploma. In Greenwich Village he kept company with avant-garde writers such as Hart Crane, Malcolm Cowley, Gorham Munson, and later Allen Tate. Raised by a Christian Science mother, Burke later became an avowed agnostic.