Julio Caro and his brothers Francisco and Emilio studied piano and violin as children, though their father later allowed them to change instruments. Against his father's wishes, Julio took a job as a second violinist in 1915, sparking his father's punishment but not deterring Julio and Francisco from pursuing tango performances. Some of Julio's early musical influences included Eduardo Arolas, Juan Carlos Cobian, and Roberto Firpo, and later in his career he worked in music industry and art management from 1988 to 1995.