The character of Herzog in many ways echoes a fictionalized Saul Bellow. Both Herzog and Bellow grew up in Canada the sons of bootleggers who had emigrated from Russia (St. Petersburg). Both are Jewish, lived in Chicago for significant periods of time, and were divorced twice (at the time of writing; Bellow would go on to divorce four of his five wives). Herzog is nearly the same age that Bellow was when he wrote the novel. The character of Valentine Gersbach is based on Jack Ludwig, a long-time friend of Bellow who had an affair with Bellow's second wife, Sondra. Similarly, Ramona is based on Rosette Lamont, a professor of French whom Bellow dated after divorcing his second wife Sasha Tschacbasov. Both Lamont and Ludwig reviewed Herzog without mentioning the autobiographical elements, the latter favorably describing it as "a major breakthrough".
Asked about these similarities, Bellow said "I don't know that that sort of thing is really relevant. I mean, it's a curiosity about reality which is impure, let's put it that way. Let's both be bigger than that."