Murong Sheng was born in 373, to Murong Bao and his concubine Lady Ding, and was likely born in or near the Former Qin capital Chang'an, since Murong Bao was then a low-level official there. The first historical reference to him was around the new year 385, when the Former Qin emperor Fu Jiān, in response to an attempted rebellion by the former Former Yan emperor Murong Wei, ordered all Xianbei in Chang'an executed. (Murong Sheng's grandfather Murong Chui (Emperor Wucheng) had already rebelled late 383 and established Later Yan in 384.) Murong Sheng's uncle Murong Rou () was not executed, since he had been previously adopted by the eunuch Song Ya (), and Murong Rou presumably put Murong Sheng and his brother Murong Hui under his protection, for soon thereafter Murong Rou, Murong Sheng, and Murong Hui fled out of Chang'an and sought refuge with another former Forman Yan prince, Murong Chong, a cousin of Murong Sheng's, who had also led a rebellion against Former Qin near Chang'an.