Lemieux was born in Quebec, Canada, on November 18, 1904, into a well-to-do family. His father, Joseph Flavien, was a Greenshields Ltd. agent, a large supplier of wholesale merchandise, and was often away on business. Lemieux and his siblings, Marguerite and Henri, were raised by their mother, Corinne Blouin.
The children grew up with all of the privileges of the wealthy English- and French-speaking communities in Quebec city. They spent their winters in the city, but from May to November the family stayed at the Kent House hotel (now the Manoir Montmorency), a summer resort about twelve kilometres outside the city. Lemieux looked back on his early childhood as the "age of perfect happiness."