Jeffrey Masson is the son of Jacques Masson, a Frenchman of Bukharian ancestry, and Diana (Dina) Zeiger from an Ashkenazi strict Orthodox Jewish family. Both of his parents were followers of the guru Paul Brunton. Masson's mother later became a follower of mystic John Levy. During the 1940s and 1950s, Brunton often lived with them, eventually designating Masson as his heir apparent. In 1956, Diana and Jacques Masson moved to Uruguay because Brunton believed that a third world war was imminent. Jeffrey and his sister Linda followed in 1959.