The son of a country doctor, Balchen was born at the farm Myren in Tveit, just outside of Kristiansand, Norway. After having finished Norwegian middle school in 1916, he attended a Forestry School from 1917–1918, he enrolled in the French Foreign Legion with his unit assigned to the Verdun front in World War I, In 1918, before seeing action, Balchen was called back to Norway, transferring to the Norwegian Army, and was sent to an artillery school, where he graduated shortly after.