Born in a log house on a farm about a mile from Luverne, Minnesota, his father was a Welsh farmer who came to America in 1868. Jones was raised on the Minnesota frontier, attending school in Luverne in the winters and working on the farm in the summers. A year before completing high school work he became a schoolteacher, which he continued until the Spanish–American War broke out. He was then "instrumental in raising a company for the Thirteenth Minnesota; became quartermaster of the company and served with the regiment until it was mustered out". The following winter he enrolled at Hamline University and at once "became a leader in athletics and played on the football team".
