John Cody was born in St. Louis, Missouri, to Thomas Joseph and Mary (née Begley) Cody. His father was an Irish immigrant who became deputy chief of the St Louis Fire Department. After attending Holy Rosary Parochial School, he entered St. Louis Preparatory Seminary at age 13. He remained at St. Louis until 1926, when he was sent to continue his studies at the Pontifical North American College in Rome. He earned a Doctor of Philosophy degree (1928) and a Doctor of Sacred Theology (1932) from the College of the Propaganda. Roy Larsen, the Religion Editor of the Chicago Sun-Times wrote: