Robert Musil was born in 1880 in Klagenfurt, a town in Southern Austria. His father, Alfred (1846–1924), a distinguished mechanical engineer, whose services were rewarded with a patent of nobility a year before the dissolution of the Empire, later settled in Brünn (a city which, as Brno, is now in Czechoslovakia but which was then still part of the province of Moravia and under direct rule from Vienna) where he held a professorship at the Technical University. Alfred Musil was a rather shy, reserved man and was dominated by his wife, Hermine, a woman of nervous unpredictability; a third adult made up the household, Heinrich Reiter, the constant companion of Hermine Musil and possibly Musil's natural father. Even as a child Musil was puzzled by the relationship between his mother and her two male companions. Musil grew up in the shelter of this family of means; his contact with the lower classes was restricted to short but brutal encounters with other boys in the moments when the attention of his nursemaid had strayed.

Musil showed from early childhood that, in addition to a brilliant intellect, he possessed his mother's intensity and will-power; he continually fought with her until he got his own way and was sent to a boarding-school at Eisenstadt in the Burgenland which prepared its pupils for a military career. He was not happy there, but his next school, another military college, at Mährisch-Weißkirchen in Moravia, was worse.