McNaughton was born in Moosomin, District of Assiniboia, North-West Territories (now part of Saskatchewan), on 25 February 1887. Both of McNaughton's parents were immigrants from Scotland, and his youth was a happy one, being brought up by an adventuresome father who had once been a trader in buffalo hides and a kindly, loving mother. His upbringing on a farm instilled in him a life-long love of hard work and self-discipline. McNaughton spent his free time riding horses across the vast expanses of the Prairies while also engaging in hunting and fishing. McNaughton credited his youth on a frontier farm on the Prairies with making him tough and hardy. His parents had both converted to the Church of England, voted Conservative and like many other Anglo-Canadians in the Victorian era strongly identified with the British Empire.
