Fincher was born on August 28, 1962 in Denver, Colorado, the son of Claire Mae (née Boettcher), a mental health nurse from South Dakota who worked in drug addiction programs, and Howard Kelly "Jack" Fincher, an author from Oklahoma who worked as a reporter and bureau chief for Life. Howard died of cancer in April 2003. Fincher knew from a young age he wanted to go into filmmaking. When Fincher was two years old, the family moved to San Anselmo, California, where filmmaker George Lucas was one of his neighbors.
Fincher moved to Ashland, Oregon in his teens, where he graduated from Ashland High School. During high school, he directed plays and designed sets and lighting after school, and was a non-union projectionist at a second-run movie theater, production assistant at the local television news station KOBI in Medford, Oregon, and took on other odd jobs such as fry cook, busboy, and dishwasher. Inspired by Butch Cassidy and the Sundance Kid (1969), Fincher began making movies at age eight with an 8mm camera.