Antony Penrose was born on 9 September 1947 in the London Clinic, central London. He is the son of Lee Miller, a model, fine art photographer and noted war correspondent, and Sir Roland Penrose, the surrealist artist, poet and biographer of Pablo Picasso, Joan Miró, Man Ray, and Antoni Tàpies, who co-founded the Institute of Contemporary Arts (ICA) in 1947.