Gaudapada's Samkhy Karika Bhashya says Asuri was a Brahmana born in Kapila's family:
Virtue, knowledge, renunciation and power were born with Kapila. Thus born, seeing this world sinking in the blinding gloom and the succession of samsāra (birth and death), he became filled with compassion and taught this knowledge of twenty-five principles to the brahmin Āsuri, born in his own family,—the knowledge by which misery comes to an end.
As far as how Asuri became a shishya of Kabila, here is what the Suvarna Saptati, an ancient commentary on the Samkhya Karika of unknown authorship, says:
There was formerly a wise ascetic called Kapila, born of heaven, innately endowed with the qualities: law, knowledge, impassivity, existence by himself, these four qualities constituting his self. Seeing humanity plunged in blind darkness he experienced for it a great compassion. "Alas! They live and die in blind inking thus, he looked round the world, and discovered Asuri, brahmin by birth, who had sacrificed to heaven regularly for a thousand years. Disguising himself, he approached the brahmin, and addressed to him these words: "O Asuri, thought amusest thyself with leading the life of a master of a house." Having spoken, he withdrew without receiving any reply. After another thousand years, he returned and repeated the same words. On hearing them, the brahmin replied: "O, honoured of the world, indeed I enjoy the life of the master of a house." The ascetic heard him and went back in silence. Some time after, he returned, repeating the same words, and received the same reply. Kapila asked: "Canst thou maintain thyself pure, and live the life of a Brahmacharin?" "I can," replied Asuri. Thenceforward he renounced the way of his family and commenced the ascetic observance, as a disciple of Kapila.
Talk about stubborn!