Delroy Lindo was born in 1952 in Lewisham, the son of Jamaican parents who were part of the Windrush generation. His mother had immigrated to the UK in 1951 to work as a nurse, and his father worked in various jobs. Lindo grew up in nearby Eltham and attended Woolwich Polytechnic School for Boys. He became interested in acting as a child when he appeared in a nativity play at school.
When he was a teenager, Lindo moved with his mother to Toronto, Canada. When he was 16, they moved to the United States, to San Francisco. At the age of 24, Lindo began his studies in acting at the American Conservatory Theater, graduating in 1979.