Zsigmondy's parents were Hungarians: Adolf Zsigmondy, born in Pozsony, and Irma von Szakmáry, born in Martonvásár. Zsigmondy was an excellent alpinist, known for the risky nature of many of his climbs. He began mountaineering as a teenager, climbing the Reisseck in Austria in a round trip of 26 hours with his brother, Otto Zsigmondy. By the late 1870s the two brothers were climbing without guides in the Zillertal Alps. In 1881, they climbed the Ortler from the Hochjoch.