Her parents owned a quarrying business on Ham Hill, the site of a large Iron Age hillfort, and she grew up on the family farm in Corscombe. During her childhood, she attended Beaminster School in nearby Beaminster, where she received guitar lessons from folk singer-songwriter Steve Knightley. Her parents introduced her to music that would later influence her work, including blues, Captain Beefheart and Bob Dylan. Her parents were avid music fans and regularly arranged get-togethers and small gigs, counting Ian Stewart among their oldest friends. As a teenager, Harvey began learning saxophone and joined an eight-piece instrumental group, Bologne, run by composer Andrew Dickson. She was also a guitarist with folk duo the Polekats, with whom she wrote some of her earliest material After finishing school, she joined Yeovil College and attended a visual arts foundation course.