“Fui estuprado quando era criança. Ao longo de cinco anos, tive sexo com um homem três vezes maior do que eu e trinta ou quarenta anos mais velho, contra a minha vontade, de maneira dolorosa, secreta, perversa, dezenas e dezenas de vezes [...] Mas o fato incontestável é que a música salvou literalmente a minha vida e, acredito, a vida de muitas outras pessoas. Ela provê companhia quando não se tem ninguém, compreensão quando se está confuso, consolo onde há aflição e uma energia pura e não contaminada onde há um vazio de devastação e fadiga.”
Born into a middle-class Jewish family in St John's Wood, North London, he was educated at Arnold House School, a local all-boys independent preparatory school, where he was sexually abused by a teacher.
Aged seven, Rhodes became interested in classical music and began learning the piano. He entered the BBC Young Musician of the Year competition, but failed to make it past the second round. In 1993, he was offered a scholarship to the Guildhall School of Music and Drama. But due to mental health issues and his father's insistence, Rhodes took a psychology degree at University College, London. On graduation, Rhodes took a job in the City of London, married, had a son and later divorced.
In 2008 he took up the piano again, and the next couple of years saw his profile go from complete unknown to rising star, attracting celebrity fans such as Stephen Fry, Benedict Cumberbatch and Sir David Tang. Having performed in non-traditional classical venues, Rhodes built on this performance approach, and became the first core classical pianist to be signed with the world's largest rock label Warner Bros. He also had articles published in UK newspapers The Guardian and The Daily Telegraph.
In 2014-2015, Rhodes' memoir, Instrumental was the subject of a court case, in which his ex-wife attempted to place an injunction on the book, on the grounds it would cause distress to their son. The Supreme Court lifted the injunction so the memoir could be published in May 2015.