Robert Murray Helpmann was born in Mount Gambier, Australia, as the eldest of three children born to stock and station agent James Murray Helpman and Mary Gardiner.

After the family moved to Adelaide in 1914, Helpmann was educated at Prince Alfred's College, but he soon left school at the age of 14 to focus on dance, specifically ballet. He was taught ballet by Nora Stewart. Helpmann first danced solo at the Theatre Royal in Adelaide in "The Ugly Duckling" in 1922. In 1926, he was trained by Alexis Dolinoff, the leading male dancer for Anna Pavlova, whom Helpmann soon became an apprentice for. The next year, in 1927, he joined J. C. Williamson Ltd. as their star dancer.

Helpmann went on to become the principal dancer at Sadlers Wells Ballet from 1933 to 1950. World renowned as a dancer and choreographer, amongst his other achievements he was the director of the Australian Ballet Company. He directed the world tour of Margot Fonteyn in 1963.

Towards the end of his life, Helpmann was living in Balmoral, a suburb of Mosman, in Sydney, Australia. On September 28, 1986, Helpmann died in the Royal North Shore Hospital in Sydney, at the age of 77, from emphysema, having been a lifelong smoker.