Zino Davidoff was born on March 11, 1906 in Kiev in what is now Ukraine, then a part of Czarist Russia. He was the eldest of four children born to Jewish tobacco merchant, Henri Davidoff. Even in his own autobiographical writings, the facts on Zino's youth are a bit hazy. His parents were either cigar merchants or cigarette manufacturers in Kiev.

Fleeing the political turmoil and anti-Semitism prevalent in Russia, they emigrated to Geneva, Switzerland in 1911 and opened their own tobacconist shop in 1912. Finishing school in 1924, he went to Latin America to learn about the tobacco trade, spending time in such places as Argentina, Brazil, and finally Cuba where he spent two years working on a plantation and first encountered Cuban cigars.Returning to Switzerland around 1930, he took over his parents' shop. What had originally been a modest smoke shop grew into a rich business during and after World War II. Switzerland,being a neutral country and spared much of the havoc being wreaked elsewhere in Europe, became a haven for wealthy tobacco customers. Zino was particularly successful in marketing the Hoyo de Monterrey Chβteaux Series of Cuban cigars that had been created for Zurich cigar distributor A Dόrr Co. in the 1940s and named after great Bordeaux wines.

Around this time, Zino is also credited by many as having invented the first desktop cigar humidor, in order to preserve cigars at the same conditions of humidity and temperature under which they were rolled in Havana. Davidoff also had success writing severalbooks on cigar smoking and Cuban cigar brands .