Born in Atchison, Kansas in 1875 Henry Carroll Auld later attended the Michigan Military Academy at Orchard Lake. Auld played tennis in his younger days, playing in two non-medal, or demonstration, singles events that took place at the 1904 St. Louis Olympics. The first tournament was part of the World’s Fair and the second was part of the Louisiana Purchase, with him reaching the semi-finals of the latter. After Auld graduated from the military academy he went to work in a bank in Kansas City, before returning to a bank in Atchison that was founded by his father.