Little is known of Setho's early life, perhaps even less than most figures of his time. He had no parents to call by name; it is believed they abandoned him at a young age to the arena. Setho himself never talked about his parents, but felt no grief about the subject, often bringing up that he could not feel angry or sorry at people he had no idea ever existed. To him, the only parents were the gods and the matrons who had brought him up in the arena.