Lam was born in Sagua La Grande, province of Las Villas, in 1902. He was the son of a Chinese father and African-European mother. His hometown had sizeable African and Chinese communities that openly perpetuated aspects of their own cultures. His mixed ancestry summarizes the history and culture of Cuba: he physically embodied and actively experienced the multi-cultural heritage of the New World.
He went to live with relatives in Havana in 1916, and studied European academic realism at the San Alejandro Academy from 1918 to 1922. In 1923 he sailed for Spain, where he frequented the "Academia Libre"; by 1927 his work denotes a hint of modernism. His first one-man show was at the Galeria Vilches of Madrid, in 1928.
After the failure of the Republican cause in the Spanish Civil War, Lam moved to Paris in 1938. There he met Picasso. His admiration for the master's African sculpture collection led to Lam's study of African art. In the 1938-1942 period, the influence of Picasso's post-cubist style is evident. In 1939 he showed at the Galerie Pierre Loeb in Paris and, with Picasso, at a two-man exhibit at the Perls Gallery of New York.
With the fall of France to the Nazis in 1940, Lam went to Marseilles in search of a passage to the Americas. There he befriended André Breton, leader of the Surrealist movement. He became interested in the Surrealists' "automotist" techniques, which allowed hand and mind to move freely in a state of subconscious free associations. In 1941, he reached Martinique, and then Cuba. The Surrealist presence would remain strong, but the richness of Caribbean sources of inspiration would prompt the start of the most innovative period of his career; the integration of European modernism and Afro-Cuban themes would characterize his art for the rest of his life.
In 1942 he exhibited at the Pierre Matisse Gallery in New York. On the occasion of an exhibit at the Art Center of Port-au-Prince, in 1947 he traveled to Haiti with Breton: the influence of the "Santeria" was strengthened after Lam came in contact with Voodoo, another syncretic religion which merges forbidden animist African deities with Roman Catholic saints.
In 1952 Lam made Paris his primary residence again. Although still interested in Afro-Cuban themes, his style became increasingly more formal.
Among his subsequent exhibits are one-man shows in Paris, Havana, New York, Mexico and Caracas, all in 1955; the Solomon Guggenheim Museum, New York (1964); Kunsthalle, Basel (1966); Stedelijk Museum, Amsterdam (1967); Musée d'Arte Moderne, Paris (1968); Venice Biennale (1972); National Museum, Havana (1977); Museo de Arte Moderno, Mexico (1978); Museo de Arte Contemporaneo, Madrid (1982).