Sima Shao was born in 299, as the oldest son of his father Sima Rui, then the Prince of Langye, by his lowly-born concubine Lady Xun, who then in 300 gave birth to another son, Sima Pou (司馬裒).
While Sima Rui served as Left Prime Minister under Emperor Min, the teenage Sima Shao was put in charge of defending Guangling.