Born in Jerusalem on January 30, 1902, His father was R. Abraham Moshe Goldstein, a cantor who immigrated to Israel from Odessa, and who was a pupil of the renowned cantor Bezalel Odesser-Schulsinger. The young Efraim studied in Heder and Yeshivas, as well as in the Ezra School in Jerusalem.
Efraim Di-Zahav is known to the Israeli public through the piyut, "Eliahu ha Navi (Elijah the Prophet)," which was played on Kol Israel Radio every Shabbat. On December 22, 1941, Di-Zahav (still known by the name Goldstein at the time) sang the song "Tzana Tzana" (words by Yehiel Hagiz, music by Issachar Miron) for the first time on Radio Palestine.
Sources: From Akiva Zimmerman's biography of Di-Zahav, in Renanot's CD, Zikaron LaRishonim.