Appignanesi was born in Montreal, Canada of Italian parents. He distinguished himself in music at an early age when at the age of 13 he was an E. Archambault Pour Mérite gold medal finalist and obtained a music scholarship at the Montreal Conservatory. He traveled to England in 1967 and, in 1973, completed a Ph.D. in Art History from the University of Sussex (The Origins of Art Criticism in the Classical Greek and Later Phases of Antiquity). In the early 1990s he did biographical research on the Portuguese poet, Fernando Pessoa, at King’s College, London. He was married to writer Lisa Appignanesi (née Borensztejn) with whom he has one son, filmmaker Josh Appignanesi; the couple divorced in 1984. He also has a son, Raphael, and a daughter, Rosa, with different partners. He lives in London, UK.