Thomas Hezikiah Mix was born January 6, 1880, in Mix Run, Pennsylvania, about 42 miles (68 km) north of State College, to Edwin Elias Mix and Elizabeth Heistand. He grew up in nearby DuBois, where his father, a stablemaster for a wealthy lumber merchant, taught him to ride and love horses.^[2] He spent time working on a local farm owned by John DuBois, a lumber businessman.

In April 1898, during the Spanish–American War, Mix enlisted in the Army under the name Thomas E. (Edwin) Mix. His unit never went overseas, and Mix later failed to return for duty after an extended furlough when he married Grace I. Allin on July 18, 1902. Mix was listed as AWOL on November 4, 1902, but was never court-martialed. His marriage to Allin was annulled after one year. In 1905, Mix married Kitty Jewel Perinne, and this marriage also ended within a year. He next married Olive Stokes on January 10, 1909, in Medora, North Dakota. On July 13, 1912, Olive gave birth to their daughter Ruth.

In 1905, Mix rode in President Theodore Roosevelt's inaugural parade with a group of 50 horsemen led by Seth Bullock, which included several former Rough Riders. Years later, Hollywood publicists muddled this event to imply that Mix had been a Rough Rider himself.

Mix went to Oklahoma and lived in Guthrie, working as a bartender and other odd jobs. He was briefly night marshal^[3] of Dewey, in 1911. He worked at the Miller Brothers 101 Ranch, one of the largest ranching businesses in the United States, covering 101,000 acres (41,000 ha), hence its name. The ranch had its own touring Wild West show in which Mix appeared. He stood out as a skilled horseman and expert shot, winning national riding and roping contests at Prescott, Arizona, in 1909, and Canon City, Colorado, in 1910.^[4]