Catherine was born in 1512, probably in August. She was the eldest child (surviving to adulthood) of Sir Thomas Parr, lord of the manor of Kendal in Westmorland, (now Cumbria), and of the former Maud Green, daughter and co-heiress of Sir Thomas Green, lord of Greens Norton, Northamptonshire. Sir Thomas Parr was a descendant of King Edward III, and the Parrs were a substantial northern family which included many knights. Catherine had a younger brother, William, later created first Marquess of Northampton, and younger sister, Anne, later Countess of Pembroke. Sir Thomas was a close companion to King Henry VIII, and was rewarded as such with responsibilities and/or incomes from his positions as Sheriff of Northamptonshire, Master of the Wards, and Comptroller to the King, in addition to being the lord of Kendal. Catherine's mother was a close friend and attendant of Catherine of Aragon, and Catherine Parr was probably named after Queen Catherine, who was her godmother.
It was once thought that Catherine Parr had been born at Kendal Castle in Westmorland. However, at the time of her birth, Kendal Castle was already in very poor condition. During her pregnancy, Maud Parr remained at court, attending the Queen, and by necessity the Parr family was living in their townhouse at Blackfriars. Historians now consider it unlikely that Sir Thomas would have taken his pregnant wife on an arduous two-week journey north over bad roads to give birth in a crumbling castle in which neither of them seemed to spend much time. Catherine's father died when she was young, and she was close to her mother as she grew up.
Catherine's initial education was similar to other well-born women, but she developed a passion for learning which would continue throughout her life. She was fluent in French, Latin, and Italian, and began learning Spanish after becoming queen. According to biographer Linda Porter, the story that as a child, Catherine could not tolerate sewing and often said to her mother "my hands are ordained to touch crowns and sceptres, not spindles and needles" is almost certainly apocryphal.