Sharapova was born in 1987 to Yuri and Yelena, ethnic Belarusians, in the town of Nyagan' in Siberia, Russia. Her parents moved from Gomel, Belarus after the Chernobyl nuclear accident in 1986 affected the region When Sharapova was two, the family moved to Sochi where her father befriended Aleksandr Kafelnikov, whose son Yevgeny would go on to win two Grand Slam singles titles and became Russia's first ever World No. 1 tennis player. Aleksandr gave Sharapova her first tennis racket at the age of four, where upon she began practicing regularly with her father in a local park. She took her first tennis lessons with veteran Russian coach Yuri Yutkin, who was instantly impressed when he first saw her, noting her "exceptional hand-eye co-ordination."

At the age of seven, Sharapova attended a tennis clinic in Moscow run by Martina Navrátilová, who recommended professional training at the Nick Bollettieri Tennis Academy in Florida, which had previously trained players such as Andre Agassi, Monica Seles and Anna Kournikova. With money tight, Yuri was forced to borrow the sum that would allow him and his daughter, neither of whom could speak English, to travel to America, which they finally did in 1994.Visa restrictions prevented Sharapova's mother from joining them for two years Arriving in Florida with just $700 to his name,Sharapova's father took various low-paying jobs, including dish-washing, to fund her lessons until she was old enough to be admitted to the academy. In 1995, she was signed by IMG, who agreed to pay the annual tuition fee of $35,000 for Sharapova to stay at the academy, allowing her to finally enroll at the age of 9.