Etienne Provost was born in Chambly, Quebec, in 1785, but his early life remains a mystery. For thirty-five years he made his home in St. Louis and was one of the more notable figures in the American fur trade. He was among its earliest participants, traveling to the Arkansas River country as early as 1814 with Joseph Philibert, and again in 1815 with Auguste Chouteau and Jules deMun. He was imprisoned in Santa Fe by the Spanish on both expeditions.

Knowledge gained by these experiences led him back to New Mexico about the year 1822, again, one of the earliest participants in the Santa Fe trade. In 1824 he formed a partnership with one Leclerc to trap the Uinta Basin. At the Jordan River near the Great Salt Lake, his group was attacked by a band of Snake Indians in October 1824, and lost eight men in the ensuing massacre. Provost survived and established temporary trading posts on the shores of both Utah Lake and Great Salt Lake, and he is credited with being the first American to see the Great Salt Lake.