Arthur Berriedale Keith was born in Edinburgh, the fourth child and third son of Davidson Keith (1842-1921), an advertising agent, and Margaret Stobie Keith, née Drysdale (1851-1911). All five of his siblings were associated with the British Empire in Burma and India: Sir William John Keith KCSI, ICS, was acting governor of Burma in 1925; Steuart Keith (died 1925) was a sessions judge in Burma; Alan Davidson Keith (died 1928) was a barrister in Burma. Both of his sisters married British expatriates in the region. Keith was educated at the Royal High School, Edinburgh; the University of Edinburgh (MA 1897; DLitt 1914); and Balliol College, Oxford (BA 1900; BCL 1905; DCL 1911). At Oxford, he achieved firsts in Classical Moderations (1899), Sanskrit and Pali (1900), and Literae humaniores (1901). He was called to the bar by the Inner Temple in 1904 and became a member of the Faculty of Advocates in 1921.