Wong was born in 1847 to a well off family which soon lost its money during the Taiping Rebellion. In 1861, he was taken in by a missionary couple, and was baptized into the Baptist faith and came to the United States in 1867. In the following years he studied at Columbian College in Washington, D.C. and University at Lewisburg (later renamed Bucknell University) in Lewisburg, Pennsylvania in 1869–70, and left without finishing a degree.