Roumain was born on June 4, 1907, in Port-au-Prince to wealthy parents. His grandfather, Tancrède Auguste, served as the President of Haiti from 1912 to 1913. He was educated in Catholic schools in Port-au-Prince, and, later, in Belgium, Switzerland, France, Germany and Spain. At twenty years old, he returned to Haiti and formed La Revue Indigene: Les Arts et La Vie (The Indigenous Review: Arts and Life), along with Philippe Thoby-Marcelin, Carl Brouard, and Antonio Vieux.
