Sandra Day was born in El Paso, Texas, the daughter of Harry Alfred Day, a rancher, and Ada Mae (Wilkey). She grew up on a 198,000-acre cattle ranch near Duncan, Arizona. The ranch was nine miles from the nearest paved road. The family home did not have running water or electricity until Sandra was seven years old. As a youth she owned a . 22-caliber rifle and would shoot coyotes and jackrabbits. She began driving as soon as she could see over the dashboard and had to learn to change flat tires herself. Sandra had two younger siblings, a sister and a brother, respectively eight and ten years her junior. Her sister was Ann Day, who served in the Arizona Legislature. She later wrote a book with her brother, H. Alan Day, Lazy B: Growing up on a Cattle Ranch in the American West (2002), about her childhood experiences on the ranch. For most of her early schooling, O'Connor lived in El Paso with her maternal grandmother, and attended school at the Radford School for Girls, a private school. The family cattle ranch was too far from any schools, although O'Connor was able to return to the ranch for holidays and the summer. O'Connor spent her eighth-grade year living at the ranch and riding a bus 32 miles to school. She graduated sixth in her class at Austin High School in El Paso in 1946.