delano was born in new york city on january 21, 1874 and was a member of the prominent delano family of massachusetts. his parents were eugene delano (1844–1920) and susan magoun (née adams) delano (1848–1904). his father was an 1866 graduate of williams college and was a partner in brown brothers & company banking and trading group. among his siblings was moreau delano, also a banker with brown brothers; and two sisters, caroline delano, who married augustus b. wadsworth (a director of the wadsworth center); and susan delano, who married charles w. mckelvey.