Jesse Macy was born, amidst pioneer conditions, on June 21, 1842, near Knightstown, Indiana. He was the son of William and Phoebe (Hiatt) Macy and a descendant of Thomas Macy who emigrated to New England before 1639 and settled later in Nantucket.
His parents were Quakers, active in the Underground Railroad. Among the boy's vivid experiences was "hearing stories told by fugitive slaves" at his own fireside.
In 1856, the family moved in a covered wagon to another pioneer community near Lynnville, Jasper County, Iowa.