Lange's father was of half German and half Dutch descent. Her mother was of Finnish descent.
Jessica Phyllis Lange was born on April 20, 1949, to Al and Dorothy Lange in Cloquet, Minnesota, the United States. She was the third of four children (having two older sisters, Ann and Jane, and a younger brother, George). As a child, she led a transient life because her father changed jobs often and moved the family constantly. Lange would note later that her family "lived like gypsies" and she herself would inherit this innate desire to travel far and wide into the world when she left Minnesota. Later in life, she would have a powerful connection to her home state but by the time she was out of high school, her only thoughts were to escape.
Jessica's grandparents were born in four different countries. Her paternal grandfather, George Oscar Alexander Lange, was German, and her paternal grandmother, Tena Trientje Eitens, was Dutch. Her maternal grandfather, George Ilmar Sahlman, was Finnish, and her maternal grandmother, Lillian Elvira Buskala, was born in Minnesota, to Finnish parents.