Gillette was born in Montana, but spent part of his childhood in Spokane, Washington. His parents were financially comfortable, but deeply religious, and eventually renounced material wealth to join the Salvation Army. The family traveled around the United States West Coast and to Hawaii during his adolescence. Chester never took to the religious aspects of his upbringing. He attended Oberlin College's preparatory school on the generosity of a wealthy uncle, but left after two years, in 1903. After leaving school, he worked at odd jobs until 1905, when he took a position at an uncle's skirt factory in Cortland, New York.