Born in Alton, Illinois, in 1957, Jesse Anderson had a troubled youth, marked by several encounters with the law, including an incident where he assaulted his stepfather. Despite these incidents, he had not committed any major crimes.
In 1985, Anderson married his second wife, Barbara. The couple had three children and resided in Cedarburg, Wisconsin. At the time, Anderson was employed as a commercial oil salesman, and interestingly, Barbara served as the president of the same company.