Denikin was born in Szpetal Dolny village, now part of the Polish city Włocławek in the Kuyavian-Pomeranian Voivodeship (then part of Russian-controlled Vistula Land). His father, Ivan Efimovich Denikin, had been born a serf in the province of Saratov. Sent as a recruit to do 25 years of military service, the elder Denikin became an officer in the 22nd year of his army service in 1856. He retired from the army in 1869 with the rank of major. In 1869 Ivan Denikin married Polish seamstress Elżbieta Wrzesińska as his second wife. Anton Denikin, the couple's only child, spoke both Russian and Polish growing up. His father's Russian patriotism and devotion to the Russian Orthodox religion led Anton Denikin to the Russian army.
The Denikins lived very close to poverty, with the retired major's small pension as their only source of income, and their finances worsened after Ivan's death in 1885. Anton Denikin at this time began tutoring younger schoolmates to support the family. In 1890 Denikin enrolled at the Kiev Junker School, a military college from which he graduated in 1892. The twenty-year-old Denikin joined an artillery brigade, in which he served for three years.
In 1895 he was first accepted into the General Staff Academy, where he did not meet the academic requirements in the first of his two years. After this disappointment, Denikin attempted to attain acceptance again. On his next attempt he did better and finished fourteenth in his class. However, to his misfortune, the Academy decided to introduce a new system of calculating grades and as a result Denikin was not offered a staff appointment after the final exams. He protested the decision to the highest authority (the Grand Duke). After being offered a settlement according to which he would rescind his complaint in order to attain acceptance into the General Staff school again, Denikin declined, insulted.
Denikin first saw active service during the 1905 Russo-Japanese War. In 1905 he won promotion to the rank of colonel. In 1910 he became commander of the 17th infantry regiment. A few weeks before the outbreak of the First World War, Denikin reached the rank of major-general.
By the outbreak of World War I in August 1914 Denikin was a Chief of staff of the Kiev Military District. He was initially appointed Quartermaster of General Brusilov's 8th Army. Not one for staff service, Denikin petitioned for an appointment to a fighting front. He was transferred to the 4th Rifle Brigade. His brigade was transformed into a division in 1915. It was with this brigade Denikin would accomplish his greatest feats as a General.