Fred Murree was born in a Pawnee village near Omaha, Nebraska, on October 7, 1861. He had two brothers and one sister. His mother died when he was five. The United States government forcibly relocated the Pawnee to Indian Territory (modern-day Oklahoma) in the mid-1870s. Rather than submit to the forced relocation, Bright Star's father moved his family east to Massachusetts. Walking and traveling by pony, the family reached Boston after three months of travel.