
Crime novelist Ngaio Marsh was a friend of the family, and lived on and off with Rhodes' grandparents (Arthur) Tahu Rhodes and Helen "Nelly" Rhodes (nee Plunket) in Britain in the 1920s and 30s in a 2011 documentary, Rhodes recalled "the magnificent Christmases that Marsh put on for her friends' children". His aunt Margaret Rhodes, the wife of his paternal uncle Denys Rhodes, was a first cousin of Queen Elizabeth II.

His parents divorced when he was an infant, and he grew up with his mother.

The Maori word "Tahu", which means "to set on fire", was added to the family name soon after they settled in New Zealand.

Rhodes was born in Christchurch, New Zealand, on 30 August 1966, to a British mother, Joyce, and a New Zealand father, Terrence Tahu Gravenor Rhodes.
