Italian by nationality, he always claimed his roots were Slavic and often spoke of having Croatian ancestry.
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'He proudly admitted his Croatian ancestry. "You can say ‘di anima Slav, di cultura Austriaca…’ I’m of Slavic origin and still a bit of a Slav," he confessed to Dominic Gill in a 1973 interview. "I’m certainly not Latin." Slav or not, he is said to have felt less at home in Italy than in Austria, which he called "my country"'.  In 1976 he told Silvio Bertoldi that his mother was a Yugoslavian.

It is said that he claimed to be a descendant of Jacopo dei Benedetti—aka Jacopone da Todi—the 13th-century Umbrian poet (c. 1230 – 25 December 1306).  Benedetti Michelangeli created a 'descent from an ancient lineage, which redeemed the grey reality of a lower-middle-class family with a father and mother who were unemployed and had limited economic means.'

The other branch of AMB's "family romance" dates back to the 1970s, after Benedetti Michelangeli had disdainfully abandoned Italy. In interviews, he stated that his family was of German origin, Benedikter. He also said he had been a bomber pilot during the war. It seems clear that in this case, Benedetti Michelangeli was "appropriating" his father's wanderings with the South American diplomat and making his dream of military glory realistic. [Orphaned at an early age of both parents, Giuseppe had been tutored by a South American diplomat who had taken him with him to the various countries where he served.]  (Piero Rattalino)
 
His father, who was a count and a lawyer by profession, was also a musician and a composer and began teaching music to Benedetti Michelangeli before he was four years old.  Michelangeli learned to play the violin at the age of three and would later study the instrument at the Venturi Institute in Brescia, before switching to piano under Dr. Paolo Chimeri, who accepted him into his class following an audition. 
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At home [at one stage they lived on Via Lattanzio Gambara, in a house now demolished], in an environment dominated by an innate predisposition and keen interest in music, little Ciro – as Arturo was called for some of his curls which made him resemble Cirillino, a then well-known character in Corriere dei Piccoli – began studying the piano at three years of age, under the guidance of his father.
 
At four years of age, Arturo gained admission to the Venturi Civic Institute of Music in Brescia, as a pupil of maestro Paolo Chimeri, and at seven years of age, on 10 March 1927, he aroused general amazement and admiration when he performed for the first time before an audience, during the recital marking the end of the 1925-26 two-year course of studies.

Michelangeli once said: "I learned everything I know from Paolo Chimeri."
(GUIDETTI, Giuliana. Vita con Ciro. Palermo: L’Epos, 1997)

He was taught at home by his mother and did not attend elementary school.  This lack of contact with his peers (social interaction etc.) may in some part explain his demanding, intolerant behaviour, tantrums & so on in later life.  'The child's entire world was confined to the home.  He remained in a sort of tower unfavourable to learning about life among his peers. Simply put, when Arturo left home, it was for the piano.  He never attended music school, and even his diploma form the G. Verdi Conservatory in Milan was obtained privately.  Another reflection of his childhood and adolescence concerns audiences, which he feared, in the guise of that superego that could even destroy him. Even his meticulous preparation of concert pieces was linked, from the beginning, to the fear that a mistake could lead to a negative, irreparable judgment. 
He once said: "Only with music am I not shy".
Psychiatrist Vittorino Andreoli, Classic Voice (15 January 2022)
 
In the spring of 1929 he attended private lessons with maestro Giovanni Maria Anfossi in Milan, where his mother accompanied him each week.  Anfossi was a teacher at the Collegio Reale delle Fanciulle and owner of his own school.

Giovanni Anfossi (Ancona, 6 January, 1864 - Milan, 16 November, 1946) was a descendant of the famous opera composer of the Neapolitan school Pasquale Anfossi (1727-1779), who became famous throughout Europe for his comic operas. Giovanni founded a music institute in Milan named after his descendant and devoted his entire life to piano pedagogy. His numerous students included Luisa Baccara, a Venetian pianist, lover of the poet Gabriele D’Annunzi, with whom she lived in close proximity until his death.

He took the piano license exam at the Giuseppe Verdi Conservatory in Milan in the fall session of the 1930-31 school year; at the same conservatory, he took the diploma exam privately on 12 June, 1934 (at only 14 years and 5 months of age), obtaining scores ranging from 6 to 10 in the various tests, with an average of 8.50. The program for the actual performance exam, graded 10 and including the first book of Brahms's Paganini Variations on a Theme, Op.35 [see below for ABM's idiosyncratic way with them] and Ravel's Jeux d'eau demonstrate that fourteen-year-old Benedetti Michelangeli was a complete pianist.  (Piero Rattalino)

'The diploma could have been logically followed by enrolment in the advanced course at the Accademia di Santa Cecilia, taught by Alfredo Casella. Benedetti Michelangelo, however, continued studying for another five years with Anfossi, who, with his forty years of teaching at the Collegio Reale delle Fanciulle, had established a dense network of relationships in high society—the dedications of his music are a sample of Milanese elite—and who also owned a villa above Stresa, where during the summer he hosted his best students, whom he "exhibited" in the grand hotels of the very exclusive tourist centere on Lake Maggiore.' (Rattalino p.11)

A correspondent Diana (from Siberia) questions whether Michelangeli and his family could have actually afforded such lessons.  She highlights a passage in Piero Rattalino's book Da Clementi a Pollini (1983) concerning another Italian pianist Carlo Vidusso:
«Era invece andato a Tremezzo per farsi sentire da Schnabel e avrebbe desiderato studiare con Schnabel; ma il prezzo della lezione — cinquanta lire, se ben ricordo — era troppo elevato per lui, e da Schnabel non era pit tornato". [p.449]
("Instead, he went to Tremezzo to gain Schnabel's attention and would have liked to study with him; but the price of a lesson - fifty lire, if I remember correctly - proved too high for him, and he never returned to Schnabel.")

'Could Arturo, a young man of fourteen to sixteen years old,' Diana writes, 'whose family was experiencing serious financial difficulties, afford to go to Rome (and live there) or study at the summer courses with Schnabel?  Carlo Vidusso was 23 years old when Schnabel began holding summer courses (Vidusso is nine years older than Benedetti Michelangeli); he was an adult, already engaged in concert activity (in 1934 he performed in Milan, Venice, Rome and other cities), therefore, financially independent, but he did not have the opportunity to study with Schnabel, because the lessons turned out to be significant in price.'

She also points out that the future, Michelangeli held courses for his students free of charge. But his older colleagues did not.

'His failure to attend public school—piano and violin lessons at the Venturi Institute in Brescia were, obviously, not group lessons—did not foster a sense of socialization in the child. Throughout his life, he maintained a few close friendships, with those who recognized his superiority at all times, and had no significant social or intellectual relationships except one, with the orchestra conductor Sergiu Celibidache. The birth of a younger brother in 1924, which provoked feelings of jealousy in him, and of a younger sister in 1926, who died at the age of seven, also played a significant role in shaping his personality.  (Piero Rattalino)

In October 2022, a plaque dedicated to Arturo Benedetti Michelangeli, who was born at Via Milano 100/E, was unveiled in the Fiumicello neighbourhood of Brescia.  Does this conflcit with the birthplace given above as Orzinuovi, near Brescia?