Joseph Fino was born in Milwaukee, Wisconsin. His parents, Rocco and Angeline Bertoline Fino, were Italian immigrants. The Fino family moved to western New York when he was a boy. Before his 16th birthday, he had made more than a dozen appearances in Juvenile Court for offenses including larceny, burglary and truancy. At Attica, Fino developed a close friendship with Daniel Sansanese, who was serving a 30-year sentence for armed robbery. After their release, the two cooperated to manage gambling and loan shark rackets for the Buffalo crime family.