Jo was born Jo Su-gyeong in Changwon, South Korea. Her mother was an amateur singer and pianist who had been unable to pursue her own professional music studies because of politics in Korea during the 1950s. Determined to provide her daughter with opportunities she never had, Jo's mother enrolled her in piano lessons at the age of 4 and later voice lessons at the age of 6. Although Jo's family lived in a rented property, her parents bought a piano for her to play. Her mother raised and trained Jo strictly. Jo recalled even when her mother went out, she locked the door outside so that Jo couldn't play truant. As a child, Jo would often spend up to eight hours a day studying music.