Moody was born Ronald Clive Moody in 1900 in Kingston, Jamaica, into a well-off professional family. He attended Calabar College, Jamaica, moving to England in 1923 to study dentistry at King's College London, obtaining his degree in 1930. In London, he was inspired by the British Museum's collection of non-Western art and decided to become a sculptor. Early experiments with clay led him to teach himself how to carve. He produced his first carved figure in oak wood. Entitled "Wohin" (meaning in German “where to?”, the name of a song by Schubert), that sculpture was bought by Marie Seton in 1935.