Alexander Olshanetsky was born in Odessa, Ukraine. He played with the Odessa Opera orchestra and toured Russia and Siberia, and later was the choral director for a Russian operetta company. He stayed in Kharbin (today in China), and conducted a Yiddish theater group there. In 1922, Olshanetsky immigrated to the U.S. and worked as a composer and conductor for the Yiddish theater. From 1925 and until his death, Olshanetsky was one of the most prominent composers and conductors of the "Second Avenue" milieu.