Born Jorge Agustín Nicolás Ruiz de Santayana y Borrás on December 16, 1863, in Madrid, he spent his early childhood in Ávila, Spain.
The family lived in Madrid and Ávila until 1869, when Josefina Borrás de Santayana returned to Boston with her three Sturgis children, as she had promised her first husband to raise the children in the United States.