Born in Evanston, Illinois, his mother was the pioneering African-American film actress Madame Sul-Te-Wan (née Nellie Crawford) and his father was Robert Reed Conley. He had two brothers; Odel and Otto. His father abandoned the family shortly after Conley's birth, leaving his actress mother to raise the three boys. Like his mother, Onest Conley gravitated toward the acting profession and began taking bit parts in films. His first film appearance was a minor role in the 1926 Frank Borzage-directed The Dixie Merchant, a film adaptation of the Barry Benefield novel The Chicken-Wagon Family. The film starred Jack Mulhall and Madge Bellamy.