Vezina was born on January 21, 1887 in Chicoutimi, Quebec, Canada, a small town located on the Saguenay River. He was the son of Jacques Vezina and his wife, who were both employed as bakers. Vezina played hockey from his youth when the game was still in its infancy. He might have played on his town's first hockey team ever. The game probably had been brought to Chicoutimi by some employees of Price Bros. who had attended McGill University in Montreal. Price Bros. was a local company who built a rink in town, which Vezina's father later bought.
While playing the goalie position for amateur teams in his youth, Vezina wore boots instead of skates, a common practice of goalies in this time period. When Vezina was 18 years old, he learned to skate and wore skates while playing after that. By 1909, he was the goalie for the Chicoutimi Sagueneens, an amateur team that played in the Montreal Senior League. Vezina was only 5'6" and weighed, at most, 185 lbs., and was described as thin and frail-looking for much of his career, but his focused demeanor in goal was about to take him to professional ranks.
In 1910, Vezina played in two exhibition games in Chicoutimi which would lead to his professional career. In preparation for upcoming Allan Cup play, the Sagueneens played against a touring Grand'Mère Senior club early in the year. Vezina garnered recognition because he got a shutout. He had the same result a short time later when he and the Chicoutimi team played against the newly formed Montreal Canadiens, a professional team of the first year National Hockey Association, in a barnstorming game in February 1910. Vezina backstopped his team to a 2-0 win. At this time, shutouts were very uncommon in part because goalies were forced to stand in goal for the whole game and were not allowed to drop to their knees to block shots. Vezina's stick-handling skills were already in evidence and his play impressed the opposition.
After the game, the goalie for the Montreal team, Joseph Cattarinich, recommended Vezina to the team's owner, George Kennedy. Vezina agreed to play for the Canadiens beginning in the 1910-11 season for $800. He actually never signed a contract, but had a handshake agreement with the Canadiens manager. Vezina was known for such indiscriminate ways involving his money. He often loaned money to friends, which was never repaid. After agreeing to play with the Canadiens, he maintained a tannery business in his hometown. Vezina was also married in this time period.