Shack August Steenberg Krog was born on November 15, 1874 in Grenaa, Denmark. He developed an interest in science as a child, spending a lot of time outside observing insects. Then his youthful dream of becoming a naval officer took hold, and at the age of 14 he left school to join a warship. But even there, he was more engaged in observing sea life than in his direct duties.

A year later, Krog returned to school and then entered the University of Copenhagen to study physics and medicine. The young scientist was greatly influenced by the lectures of Christian Bohr, a recognized expert in the field of blood and respiratory physiology.