Frank Morton McMurry was born near Crawfordsville, Indiana. He was the fourth son of five children (the youngest a girl) born to Franklin Morton and Charlotte (Underwood) McMurry. Two of his brothers, Charles Alexander and Oscar, also went into teaching, the former serving for some years as a professor of elementary education at George Peabody College for Teachers, Nashville, Tennessee.
Franklin McMurry was of Scottish ancestry, a descendant of William McMurry who had settled in Virginia about the middle of the eighteenth century; the Underwoods were of English descent. Both the McMurrys and the Underwoods had been well-to-do farm people, and Frank Morton was born to a comfortable estate.
The sudden death of his father in 1866, however, led to the forced sale of the family's numerous holdings, leaving only a townhouse in Normal, Ill. , which his mother operated as a boarding house for students at Illinois State Normal School.