Cori Dionne "Coco" Gauff was born in Atlanta, Georgia, to Corey and Candi Gauff. Her father played basketball at Georgia State University, and her mother was a track and field athlete at Florida State University. Her athletic parents recognized her talent early on and fostered her interest in tennis, moving to Delray Beach, Florida, to provide better training opportunities.

Coco began playing tennis at the age of 7 and quickly showed exceptional promise. Her parents invested heavily in her training, recognizing her natural aptitude and unwavering dedication to the sport. She started working with coaches who helped nurture her talent and develop her fundamental skills.