Ray Mallon was raised in Thornaby-on-Tees, Yorkshire, a working-class town near Middlesbrough and Stockton-On-Tees, the only child of Joe and Pauline Mallon. His father was a coalman and then undertaker. Ray Mallon was a keen amateur boxer and from an early age Ray Mallon was encouraged to maintain physical fitness. A keen swimmer, as a teenager he captained the under-20 Great Britain water polo team and went on to represent his country over 50 times. He has said that one of the main reasons he joined the police was because of the opportunity it gave him to train.