The second of three children, he was born in Bellino, province of Cuneo, on 14 July 1881, the son of Bernardo Roux, a craftsman by profession, and of Maria Allemand.

At a very young age he emigrated with his family to Toulon, France, when his father made a fortune by selling a new type of liqueur, until he decided to return to Italy and settle in Cuneo, where he started a new business as a restorer.

The young Matteo became passionate about the world of horse riding, and eventually decided to enroll in the Cavalry School, thus starting his military career.

He thus gained access to the royal palaces, learning how to move in such environments with ease, and met Margherita Beauty, a young lady belonging to the nobility of a younger branch of the Savoy family, whom he married in 1903.

After promotion to lieutenant general on 1 January 1940, he assumed command of the XI Army Corps, which he maintained after the Kingdom of Italy entered the Second World War on 10 June 1940.