Sofia Kenin was born on November 14, 1998 in Moscow to Alexander and Lena Kenin. Her family moved to the United States a few months after she was born. They had previously left the Soviet Union to live in New York City in 1987, but returned to Russia for Kenin's birth so that other family members could help raise her initially. Her mother had worked as a nurse in the Soviet Union, and her parents had little money when they first moved to the United States. Kenin began playing tennis at the age of five, drawing inspiration from her father who had played recreationally. Her parents recognized her potential and arranged for her to begin training with Rick Macci in Broward County, Florida. Macci coached Kenin for seven years until she was twelve. He remarked, "Back then [when Kenin was five], I came right out and said Sofia was the scariest little creature I’d ever seen. It was unique: the hand-eye coordination and her ability to take the ball immediately right after the bounce. I have a lot of kids do that, but it was almost like it was baked in already, even though she was little and the racket was actually bigger than her. The only player I’ve seen like that is [former world No. 1] Martina Hingis. " Kenin has also worked with Nick Bollettieri. Her primary coach has always been her father.