Fredrik Herman Gade was born at Frogner Manor near Christiania (now Oslo), Norway. He was a son of United States consul Gerhard Gade (1834–1909) and his American-born wife Helen Allyne. He was a brother of John Allyne Gade, a nephew of Fredrik Georg Gade, Sr and a first cousin of Herman Gerhard Gade and Fredrik Georg Gade, Jr.
Fredrik Herman Gade is younger than Gerhard Gade.