Ernest Shteynberg was born in Odessa, Ukraine. After graduating from the Stolarksy High School for musically gifted children, he was accepted to and continued his education at Odessa Conservatory. Over the next 40 years, Shteynberg worked at the conservatory, eventually becoming a full professor. Throughout his career, he participated in various music competitions as a concert master, including Barcelona (Spain), and Toulouse (France), where he received awards for the best accompaniment. After immigrating to the United States in 1998, Shteynberg worked as a dance accompanist with Boston Ballet. In 2005, he moved to New York City and began working in the same capacity for Mark Morris Dance Group.