Alexander Henry Jones was born in Orangeburg, South Carolina in 1883 to Rev. Joshua H. Jones and Elizabeth Martin Jones. His father was president of Wilberforce University from 1900 to 1908 and later a bishop in the AME Church.
Jones received a bachelor's degree from Wilberforce in 1905. He attended Yale Divinity School in the 1913-1914 academic year and, while at Yale, led a young men’s Sunday school class at St. Luke’s Episcopal Church. His classmates at the Divinity School included William Ashby, Beal Elliot, Alexander J. Allen, Nimrod Booker Allen, John Wesley Anderson, Aiken Pope, and Edward Nichols. He went on to receive a bachelor's of divinity from Drew Theological Seminary in 1916 and a doctorate of theology and a master's degree from the University of Kansas in 1922. He had a career in ministry and in higher education, serving churches in New Jersey and becoming a professor and dean at Western University in Kansas.