Ricca was born Felice De Lucia on November 14, 1897, in Naples, Campania to Antonio and Maria Annunziata De Lucia. He had four minor sisters: Emilia Beatrice, Anna Clementina, Celementina Eleonora, and Luisa Maria. By age 17, he was working for organized crime in Naples (Camorra). In 1915, he stabbed Emilio Parrillo to death on Mafia orders. Ricca later claimed that he killed Parillo for breaking an engagement to his sister. In 1917, Ricca was convicted of murder, serving two years in prison. After being released from prison, Ricca then killed Vincenzo Capasso, who had testified against him in the Parillo trial, by slitting his throat.
After killing Capasso, Ricca assumed the name Paul Maglio and fled to the United States by way of Cuba. On August 10, 1920, Ricca arrived in New York City.