Eleanora Fagan was born on April 7, 1915, in Philadelphia. She was the daughter of Clarence Holiday, a professional musician who for a time played guitar with the Fletcher Henderson band. She and her mother used her maternal grandfather’s surname, Fagan, for a time; then in 1920 her mother married a man surnamed Gough, and both she and Eleanora adopted his name. It is probable that in neither case did her mother have Eleanora’s name legally changed. The singer later adopted her natural father’s last name and took the name Billie from a favourite movie actress, Billie Dove.
In 1928, she moved with her mother from Baltimore, Maryland (where she had spent her childhood), to New York City, and after three years of subsisting by various means, she found a job singing in a Harlem nightclub.