Ronning played minor hockey in Burnaby. He led his midget team to the 1982 Air Canada Cup, where they won the gold medal. Ronning was named Most Valuable player and led the tournament in scoring. Prior to being drafted, he played in the Western Hockey League for the New Westminster Bruins, displaying the same excellent scoring touch. In 1983–84, Ronning's draft year, he posted 136 points in 71 games, earning the Jim Piggott Memorial Trophy as the league's rookie of the year. Due to his small stature (Ronning was 5'8"), he was not drafted until the seventh round, when the St. Louis Blues picked him 134th overall. The next season, he returned to New Westminster and accumulated an astonishing 197 points, establishing a WHL record (he was later surpassed by Rob Brown's 212-point season in 1986–87). Accordingly, Ronning earned the WHL Most Valuable Player Award and the Bob Clarke Trophy as the league's leading scorer. Recording just 20 penalty minutes, he was also named the Most Sportsmanlike Player.