Born Walter Horton in Horn Lake, Mississippi, he was playing a harmonica by the time he was five years old. In his early teens, he lived in Memphis, Tennessee and claimed that his earliest recordings were done there in the late 1920s with the Memphis Jug Band, although there is no documentation of it, and some blues researchers have stated that this story was most likely fabricated by Horton. (He also claimed to have taught some harmonica to Little Walter and the original Sonny Boy Williamson