Graham Caldwell was born in Edinburgh, Scotland, but moved to Louisville, Kentucky, when he was two months old. His mother is American musician Brigid Kaelin. Multiple local talent agencies recruited Graham as a baby, but he did not pursue acting until he was five years old, after filming a local commercial. At age six, he filmed a major motion picture. Soon after, he played Young Macduff in Walden Theatre's production of Macbeth.