Born in Rockport, Massachusetts, Stevens received his initial art training from Parker Perkins, a local marine painter who charged him fifty cents an hour. He later spent four years at Boston's Museum of Fine Arts School, where he studied under Edmund Tarbell, among others. Although influenced by Tarbell, Stevens' wide range of brushstrokes and impressionist style prevented him from being classified as a "Tarbellist," as many of Tarbell's followers were labeled.
Stevens joined the Army in 1917 and was sent to Europe where he continued to paint and sketch. Upon his return to the United States, he was pleased to discover that Rockport had become a popular haven for artists. Though he was the only native son among them, such well-known painters as Frank Duveneck, Childe Hassam, Leon Kroll and Jonas Lie also recorded the scenery of Rockport, Cape Ann and Gloucester. In 1921, together with fifty other artists, Stevens founded the Rockport Art Association, primarily to plan exhibitions of the work of outstanding area artists.