Born in Indianapolis, Indiana to John and Maude Brown Le May. His father was a public school teacher and his maternal grandfather (Daniel L. Brown, Sr.) and uncle (Daniel L. Brown, Jr.) where both lawyers. He first lived with his parents and uncle at his grandparents home at 3229 North Illinois Street in Indianapolis. He moved with his family, including his sister Elizabeth, to Aurora, Illinois as a teenager in the 1910s.

He attended Stetson University in Deland, Florida in 1916. In 1918 he registered for the World War I draft in Aurora, and then enlisted and was commissioned a Second Lieutenant in the U.S. Army. While attending the University of Chicago, where he graduated in 1922 with a Bachelor of Philosophy degree, he joined the Illinois National Guard. He was promoted to First Lieutenant Field Artillery for the Illinois National Guard in 1923.

He published his first novel Painted Ponies in 1927 (about the Cheyenne and the U. S. Cavalry horse soldiers).