Born in Orient, Iowa, Vance spent most of his childhood in Nebraska. He played semipro baseball there, then signed on with a minor league baseball team out of Red Cloud, Nebraska, a member of the Nebraska State League, in 1912. After pitching for two other Nebraska State League teams in 1913 (Superior) and 1914 (Hastings Giants), Vance made a brief major league debut with the Pittsburgh Pirates in 1915 and appeared with the New York Yankees that year as well. However, it took several years before he established himself as a major league player.