Lundgren was born in 1957 on 3rd November to Sigrid Birgitta and Karl Johan Hugo Lundgren. His father was an economist, as well as an engineer. On the other hand, his mother was a language teacher. His birthplace was Spanga, but he migrated to Nyland Angermanland when he was 13. Dolph has three siblings.
He graduated from high school and joined Washington State University and then Clemson University. His concentration was chemical engineering. Before that, he had served for a year in Swedish Marine Corps while attending the Amphibious Ranger School Dolph then joined the Royal Institute of Technology in Stockholm in the late 1970s. He graduated with a degree in chemical engineering.
Lundgren pursued his master’s degree in chemical engineering from the University of Sydney. Ironically, he chose to stay with Grace Jones in New York City instead of accepting a Fulbright scholarship by the Massachusetts Institute of Technology during the early 1980s.
