Valo is best known as the lead vocalist and frontman of the Finnish rock band HIM, who became the first Finnish rock band to achieve a gold record (more than 500,000 copies) in the United States.

Valo was born in a district of Helsinki called Vallila. His father, Kari, is Finnish and his mother, Anita, is of Hungarian descent. Soon after his birth, the family moved to the riverside community of Oulunkylä where they lived throughout his teenage years. In 1984 his younger brother and only sibling Jesse was born. In his late teens, Valo worked at his father's sex shop and later moved out on his own when he was 18. As a child, he was exposed to the songs of popular Finnish performers such as Tapio Rautavaara and Rauli Somerjoki. In various interviews he has cited his favourite artists include King Diamond, Elvis Presley, Neil Young and Dir en Grey, as well as bands such as Fields of the Nephilim, The Sisters of Mercy, Black Sabbath, Type O Negative, Depeche Mode, Iron Maiden, Kiss and The Stooges. He currently lives in Helsinki.