Born on July 12, 1817 in Concord, Massachusetts, he was the third of four children. He was named after a recently deceased paternal uncle, David Thoreau, but since everyone always called him Henry, he eventually changed his name to Henry David, although he never petitioned to make a legal name change. Henry's father was a businessman and active in the Concord Fire Society. His mother spent her time raising Henry and his three siblings, Helen, John and Sophia.

When Thoreau was sixteen, he entered Harvard College, where he was known as a serious though unconventional scholar. Henry's older siblings, Helen and John, Jr., were both schoolteachers. When it was decided that their brother should go to Harvard, as had his grandfather before him, they contributed from their teaching salaries to help pay his expenses. While at college, Thoreau studied Latin and Greek grammar and composition, and took classes in a wide variety of subjects, including mathematics, English, history, philosophy, and four different modern languages. During his Harvard years he was exposed to the writings of Ralph Waldo Emerson, who later became his chief mentor and friend.

After graduating in 1837 and into the early 1840s Thoreau was occupied as a schoolteacher and tutor. A canoe trip in 1839 convinced him that he should not persue a schoolteacher's career but should instead aim to become established as a poet of nature. In 1841 he was invited to live in the Emerson household, where he remained intermittently until 1843. He served as handyman and assistant to Emerson, helping to edit and contributing poetry and prose to the transcendentalist magazine, The Dial.

Thoreau came to consider that he needed time and space to apply himself as a writer and on July 4, 1845, he moved into a small self-built house in a second-growth forest around the shores of Walden Pond. He stayed there for two years, two months and two days, sometimes traveling into Concord for supplies and eating with his family about once a week. Friends and family also visited him at his cabin, where he spent nearly every night. While at Walden, Thoreau did an incredible amount of reading and writing, and also spent much time sauntering in nature.

When Thoreau went into town to have a pair of shoes repaired, he was arrested for refusing to pay a poll tax meant to support America's war in Mexico. He spent a night in jail. His most famous essay, Civil Disobedience (published 1849), which in its call for passive resistance to unjust laws was to inspire Gandhi and Martin Luther King, Jr., was a result of this experience. The journal he kept at Walden became the source of his most famous book, Walden, Or Life in the Woods (1854), in which he set forth his ideas on how an individual should best live to be attuned to his own nature as well as to nature itself.

Thoreau left Walden Pond on September 6, 1847. After that, he resided again in Emerson's house (1847–49) and then for the rest of his life in his family home. He occasionally worked at the pencil factory and did some surveying work. He also traveled to Canada, Cape Cod, and Maine - landscapes that inspired his "excursion" books - A Yankee in Canada, Cape Cod, and The Maine Woods. By the 1850s he had become greatly concerned over slavery, and, having met John Brown in 1857, wrote passionately in his defence.