Martin Zama Agronsky was born Martin Zama Agrons in Philadelphia, Pennsylvania, on January 12, 1915, to Isador and Marcia (née Dvorin), Russian Jewish immigrants from Minsk in present-day Belarus. Isador Agrons changed the family name from Agronsky to Agrons some time before Martin's birth, but Martin chose to use the original name when he began his journalism career. Members of the family variously used the names Agronsky, Agrons, and Agron. In his career, Agronsky had a friendship with Harry Golden, who befriended and became a confidant to Isador.
