Sehwag was born on 20 October 1978 and grew up in Najafgarh, on the south-western edge of Delhi, in a large joint family; his father ran a grain business. He was the third of four children of Krishan and Krishna Sehwag. His family has said that his love for cricket started with a toy bat he was given as a baby.
He studied at Arora Vidya School in Delhi and trained under coach Amar Nath Sharma. When he broke a tooth while playing as a boy, his father wanted him to stop playing, but with his mother's support he carried on. He later enrolled at Jamia Millia Islamia in New Delhi.