Autry, the grandson of a Methodist preacher, was born near Tioga, Texas. His parents, Delbert Autry and Elnora Ozment, moved to Ravia, Oklahoma in the 1920s. After leaving high school in 1925, Autry worked as a telegrapher for the St. Louis–San Francisco Railway.

An amateur talent with the guitar and voice led to his performing at local dances. After an encouraging chance encounter with Will Rogers, he began performing on local radio in 1928 as "Oklahoma's Yodeling Cowboy".

He signed a recording deal with Columbia Records in 1929. He worked in Chicago, Illinois, on the WLS (AM) radio show National Barn Dance for four years with his own show where he met singer/songwriter Smiley Burnette. In his early recording career Autry covered various genres, including a labor song, "The Death of Mother Jones" in 1931.

Autry also recorded many "hillbilly" style records in 1930 and 1931 in New York City which were certainly different in style and content than his later recordings. These much closer in style to the Prairie Ramblers or Dick Justice, and included the "Do Right Daddy Blues" and "Black Bottom Blues", both of which contain substantial similarity to "Deep Elem Blues".

These late prohibition era songs deal with bootlegging, corrupt police, and women whose occupation is certainly vice. These recording are generally not heard today, but are available on European import labels such as JSP Records.

But his first hit was in 1932 with That Silver-Haired Daddy of Mine, a duet with fellow railroad man, Jimmy Long. Autry also sang the classic Ray Whitley hit "Back in the Saddle Again", as well as many Christmas songs including "Santa Claus Is Coming to Town", his own composition "Here Comes Santa Claus", "Frosty the Snowman" and probably his biggest hit ever, "Rudolph the Red-Nosed Reindeer".

Autry also owned the Challenge Records label. The label's biggest hit was "Tequila" by The Champs in 1958, which started the rock and roll instrumental craze of the late 1950s and early 1960s.

Discovered by film producer Nat Levine in 1934, he and Burnette made their film debut for Mascot Pictures Corp. in In Old Santa Fe as part of a singing cowboy quartet; he was then given the starring role by Levine in 1935 in the 12-part serial The Phantom Empire.

Shortly thereafter, Mascot was absorbed by the formation of Republic Pictures Corp. and Autry went along to make a further 44 films up to 1940, all B westerns in which he played under his own name, rode his horse Champion, had Burnette as his regular sidekick and had many opportunities to sing in each film.

He became the top Western star at the box-office by 1937, reaching his national peak of popularity from 1940 to 1942. His Gene Autry Flying "A" Ranch Rodeo show debuted in 1940.

He was the first of the singing cowboys, succeeded as the top star by Roy Rogers when Autry served as a C-47 Skytrain pilot of the United States Army Air Forces with the rank of Flight Officer in the Air Transport Command during World War II flying dangerous missions over the Hump between Burma and China.