McClure was born in Red Bud, Illinois. He is of Scottish, English, Irish, and European ancestry. According to family legend (and supported now by ancestral research and DNA), McClure is a direct male descendant of the medieval Kings of Scotland. His mother, Mary Elizabeth McClure (nee Clendenin), was a career secretary and dealt with the family’s myriad businesses in Chester, Illinois. His father, E. H. “Jack” McClure was a funeral home owner and respected businessman across southern Illinois. McClure has one sister and one brother, but due to a very wide age gap, he was realistically raised as an only child. His family was associated with funeral services for over twenty years before McClure was born. In the Victorian era, a funeral home was often affiliated with home furnishings operators since the local carpenter was normally tasked with constructing coffins to service those who had lost loved ones. That coupled with the availability of adequate equine transportation, the furniture dealer would “undertake” the responsibilities of caring for the burial of the dead. Michael and his family continued this local tradition at the Schroeder Funeral Chapel and Home Furnishings of Chester, established in 1865.