Heifetz was born in Vilna in Lithuania. His father was a violinist, and Jascha began playing the instrument at an early age. He was a child prodigy, playing the Violin Concerto by Felix Mendelssohn in public at the age of six. In 1910 he entered the St Petersburg conservatory to study under Leopold Auer. He played in Germany and Scandinavia at the age of twelve and visited much of Europe while still in his teens.
His American debut came in 1917 when he played at Carnegie Hall. He stayed in the country and became an American citizen in 1925, making many public appearances and recordings. He had an immaculate technique and rapid vibrato. In later years, he taught at the University of Southern California. He died in Los Angeles.
Heifetz commissioned a number of pieces, perhaps most notably the Violin Concerto by William Walton.