Fritz Duquesne was born to a Boer family of French Huguenot origin in East London, Cape Colony in 1877 and later moved with his parents, Abraham Duquesne and Minna Joubert, to Nylstroom in the South African Republic (now Modimolle, South Africa) where they started a farm. Abraham made his living as a hunter who also frequently traveled to sell skins, tusks, and horns, and he hired local natives to work the farm. He had two younger siblings, his sister Elsbet and his brother Pedro. He was a descendant of the French Huguenot naval commander Abraham Duquesne (1610–1688), and claimed his uncle was Piet Joubert (1831–1900), a hero in the First Boer War and Commandant-General of the South African Republic, although his family relationship is disputed.