William Mailly was born November 22, 1871 in Pittsburgh, Pennsylvania. Mailly's parents emigrated to Liverpool, England when the boy was 2, and so the American-born Mailly was raised in English schools — an extremely rare pattern of emigration for an American radical activist. The young Will worked in Liverpool from a very early age as an errand boy.
Mailly returned to the United States in July 1889, working briefly in a brickyard and on a railway before moving to Alabama in 1890 to take up work as a coal miner. Mailly became involved in the trade union movement as a member of the United Mine Workers of America in 1893.
Mailly took part in a coal strike in 1894, activity which resulted in his blacklisting from the Alabama coal mines.
Following his blacklisting from the mines, Mailly began to work as an organizer on behalf of the UMWA and the Socialist Party of America.