Molina was born in Paddington, London. His father, Esteban Molina, was a Spanish immigrant from Madrid who worked as a waiter and chauffeur. His mother, Giovanna (née Bonelli), was an Italian house-keeper who cleaned rooms in a hotel and worked as a cook. Molina grew up in a working class district in Notting Hill that was inhabited by many other immigrant families. Molina decided to become an actor after seeing Spartacus at the age of nine, and attended the Guildhall School of Music and Drama. He also auditioned and was accepted as a member of National Youth Theatre.