Henri Gaudier, he only son and eldest of the three children of Germain Gaudier (1864–1934) and Marie-Alexandrine Bourgoin (1865–1954), was born in St Jean de Braye, France in 1891. His father was a carpenter.
In 1907 Gaudier's academic and linguistic ability won him a two-year state scholarship for study abroad, which he spent at the Merchant Venturers' Technical College in Bristol. He also spent time in Cardiff, Nuremberg and Munich.
Gaudier moved to Paris in September 1909, where he worked briefly for a publisher, a lens manufacturer, and a textile firm while studying in the libraries and museums of the city. According to his biographer, Evelyn Silber: "He (Gaudier) drew people, animals, and the urban scene, laying the basis of his rapid and immensely versatile draughtsmanship. In May 1910 he met Sophie Suzanne Brzeska (1871–1925), a Polish woman who became his lifelong companion in a volatile but probably platonic relationship. They moved to London in January 1911, adopting the surname Gaudier-Brzeska and the identity of a Franco-Polish brother and sister to lend respectability to their cohabitation."
In 1912 Gaudier-Brzeska began to establish himself as a sculptor, first in clay and then in stone. Influenced by the work of Auguste Rodin, Jacob Epstein and non-European art in 1913 he produced The Dancer, a portrait of the artist, Nina Hamnett and Redstone Dancer. He also modelled portraits of friends, including Frank Harris, Alfred Wolmark and Horace Brodzky.