Thompson was born in Sandon, British Columbia, on May 31, 1903. He grew up in Calgary, Alberta. In 1906, his brother Paul was born in Calgary. Paul would also become a professional ice hockey player. When Cecil was a child, he enjoyed playing baseball and ice hockey. At first, Cecil was not a goaltender. He became a goaltender so that the other children would allow him to play with them. When he became a teenager, other persons on his team began to call him "Tiny" since he was the tallest player. He would be known as "Tiny" for the rest of career.