Dëralla was born in Kalkandelen in 1909. Gajur was the son of Albanian patriot Mehmet Pashë Dërralla and brother of Halim Dëralla, involved in Albania's independence movement, and Hysen Dëralla, who would become a Major of the Luboten Battalion. Dëralla studied at the Yugoslav military academy. During his years at the military academy, Dëralla came into contact with Italian intelligence agency, OVRA. Deralla left the Kingdom of Yugoslavia and fled to Albania. In Albania, Dëralla enlisted as a regular soldier in the Royal Albanian Army. On April 12, 1939, Italy occupied Albania. After the Italian occupation of Albania, Deralla became an Officer in the Royal Italian Army.