Bolden was born in Melbourne to an American father Bruce Bolden and Egyptian mother Marie Yacoub. His father played professional basketball, including 17 years in the National Basketball League in Australia. Jonah grew up in Sydney and began playing basketball for the Bankstown Bruins at five years of age. As a teenager, he attended Homebush Boys High School and was first selected to represent his home state of New South Wales at the 2013 Basketball Australia Under 18 National Championships. Bolden led the NSW Metro state team to the national final by averaging 18 ppg and 13 rpg throughout the competition and his outstanding performance in the national championships saw him selected as the youngest player to represent Australia at the 2013 FIBA Under-19 World Championship. In August 2013, he relocated to the United States to play as a senior at Findlay College Prep, a private preparatory school in Henderson, Nevada, near Las Vegas. However, his high school eligibility expired after his first semester and he transferred midseason to Brewster Academy in New Hampshire.