Delvaux was born in Antheit. The young Delvaux took music lessons, studied Greek and Latin, and read the fiction of Jules Verne and the poetry of Homer. He studied at the Académie Royale des Beaux-Arts in Brussels. He studied architecture because his parents did not want him to be a painter. He went for his goal by taking painting classes taught by Constant Montald and Jean Delville. The painters Frans Courtens and Alfred Bastien also encouraged Delvaux. He completed about 80 paintings between 1920 and 1925. 1925 was the year of his first solo exhibition.