Humphry Davy was born in Penzance, Cornwall, England, to Robert Davy, a woodcarver, and Grace Millett. He was the eldest of five children. Cornwall's rugged coastline and mining industry would later influence his research.

Davy received his early education at various local schools, showing an aptitude for poetry, storytelling, and independent learning. He was considered a bright but somewhat unruly student.

At the age of 15, Davy was apprenticed to Mr. John Bingham Borlase, a surgeon-apothecary in Penzance. This apprenticeship exposed him to the basics of medicine, pharmacy, and chemistry, sparking his interest in scientific experimentation.

During his apprenticeship, Davy began an intensive program of self-education, reading extensively on chemistry, physics, geology, and botany. He conducted experiments in a makeshift laboratory at his home, often with limited resources. He became fascinated by Lavoisier's new theories of chemistry.

Davy befriended Gregory Watt, the son of James Watt (of steam engine fame), who was in Penzance for his health. Watt introduced Davy to a wider scientific network and encouraged his studies. This was crucial for his further development.

Davy began corresponding with Davies Giddy (later Davies Gilbert), a wealthy Cornishman and patron of science. Giddy recognized Davy's potential and provided him with books, encouragement, and connections to the scientific community. Giddy would play a crucial role in his career advancement.