Born in Mbabane, Swaziland, a small enclave surrounded by South Africa, Muzi and his family moved to Southwest Atlanta when he was just a few years old. His mother reunited with his father, whom she met while putting herself through college at Atlanta's AU Center. Having to return to her native country to care for her family, she also gave birth to Muzi. In an effort to become an official citizen of the United States, his father passed on his American name, and Muzi became Billy-Ray Little Jr.