Born in South Bend, Indiana, in 1907, Rickey was raised near Glasgow, Scotland. Rickey read modern history at Balliol College, Oxford, took classes in drawing at the Ruskin School, then studied painting in Paris at André Lhote's academy and at the Académie Moderne with Fernand Léger and Amédée Ozenfant.
During the 1930s he painted first in a Cézannesque style, later in a Depression-era, social realist mode. He supported himself by teaching at Groton and at a series of colleges and universities.In World War II Rickey served in the Army Air Corps, testing computing instruments used by bomber gunners. The work required both mechanical skill and understanding the effects of wind and gravity on ballistics, laying the foundation of his move from painting to kinetic sculpture.