Massy was born in Biarritz, Pyrénées-Atlantiques, France. The son of a sheep farmer, he worked on a sardine boat and supplemented his income by caddying at the new Biarritz golf course where a great many of the best professional golfers from Britain came to practice during the off-season in the warm climate of southern France. Blessed with natural abilities, he learned from these pro golfers and in 1898 traveled to North Berwick, Scotland to develop his skills for a professional career.
