Harry Volpe was born Onofrio Volpe on April 7, 1904, in Grotte, a town near Agrigento in Sicily, and was named after an older brother who had died before he was born. His father played accordion, and the boy joined him and his grandfathers to serenade neighbors. He started on clarinet, switched to guitar at 8, and emigrated to New York City with his father as a teenager. By 15 he was teaching at Manny's Music Studio, and he played banjo in a barbershop trio before he was a working guitarist.

By 1922 he was on the RKO vaudeville circuit, and from 1924 to 1932 he played in the Ted Navarre band. In 1932 he was chosen as the first guitarist of the Radio City Music Hall orchestra. The biography maintained by his family adds that he was discovered by the violinist Al Dufy, auditioned for NBC, appeared on NBC and CBS broadcasts, often in duet with Dufy, and toured with the Vincent Lopez Orchestra.

In 1936 he recorded a run of guitar duets for Decca with Frank Victor, a New York guitarist whose own credits include work with Joe Venuti, Eddie Lang and Adrian Rollini. Six of those sides, among them "Swingin' the Scale," "Pagan Fantasy," "Sweet Strings" and "Easy Like," were reissued in 2003 on the IAJRC compilation Guitar Rarities: Volume One (1934-1946). Wikipedia identifies these 1936 duets as the recordings he is best known for. Volpe wrote or co-wrote most of the duets, and Discogs credits him on both guitar and composition for them. The same years brought Volpe's Guitar Center on 48th Street in Manhattan, a shop that his family's archive describes as a gathering place for working musicians, and the Volpe Music Company, his publishing imprint. That archive also records that the American Guild of Banjoists, Mandolinists and Guitarists named him its outstanding swing guitarist three years running.

Volpe also worked as a rhythm guitarist on other people's sessions. Discogs credits him on rhythm guitar for King Nawahi's Hawaiians on "Tickling the Strings," recorded in New York on January 30, 1930, and on guitar for the ukulele and steel-guitar virtuoso Roy Smeck, on a 1950 Gotham 78 and on three tracks of the compilation Wizard of the Strings.

In 1946 Django Reinhardt came to the United States as a guest of Duke Ellington's orchestra, and he spent a night jamming with Volpe in New York. The Gypsy Jazz UK site, which documents Reinhardt's American visit with photographs, places the session at Volpe's Jackson Heights studio, and Volpe's son Joe filmed Reinhardt boarding the Ile de France for Le Havre on February 6, 1947. According to his family's archive, Volpe counted the night among the highlights of his career, and he dedicated his 1987 LP World Famous Guitarist to Django Reinhardt ("the one and only," reads the cover).

The family archive lists further credits from the late 1940s and early 1950s: music for the Broadway production The Time of the Cuckoo, conducting the Pan-American Orchestra for SESAC-Columbia recordings, and a Town Hall appearance. After a separation and legal dispute, he moved to southeast Florida in 1954. There he played hotel engagements in Miami Beach, appeared with the Fort Lauderdale Symphony Orchestra, taught, and kept publishing guitar instruction books. Epiphone put out a signature archtop, the Epiphone Harry Volpe, in the mid-1950s. He also self-published a memoir, I Remember (1982). He died on January 16, 1995, at 90.

Among those the family archive names as his pupils are Joe Pass, Sal Salvador, Al Caiola, Tony Mottola and Johnny Smith. The same list is repeated on ArchtopGuitar.net and on guitarist Rob MacKillop's plectrum-guitar page, but it is not documented on Pass's side, so it stands as a reported lineage. His compositions have outlived him in print: Mel Bay's Masters of the Plectrum Guitar (1995) includes his work, and his 1938 solo piece "Modern Etude" is still played and posted by guitarists today.

Volpe belongs to the generation of virtuoso plectrum guitarists who came up after Eddie Lang made the guitar a jazz instrument in the 1920s and before Django Reinhardt and Charlie Christian changed what the instrument could do. Wikipedia names Nick Lucas, Carl Kress, Dick McDonough, Al Valenti and Frank Victor among the players whose solo and duet compositions defined the style. His late-1930s pieces, such as "My Cherished Prelude" and "Modern Etude" (1938), pair classical-guitar habits with jazz harmony, and ArchtopGuitar.net says he became more closely associated with swing guitar as his career went on.

His later solo LPs show the range he kept. Around the World With Harry Volpe, issued on his own Grotte Records in Miami, mixes standards ("Some of These Days," "After You've Gone," "I Surrender, Dear") with "Flamenco in A," "Flamenco in E Minor," "Carnival of Venice" and a prelude in C sharp minor, and its sleeve carries a signed dedication to Django Reinhardt. World Famous Guitarist (1987), tagged Gypsy Jazz on Discogs, opens with a piece titled "Django" and alternates jazz numbers with etudes, a sonatina, a waltz and a prelude in C sharp minor.