Wolfgang was born at Castle Rumpenheim, Offenbach am Main, the second son of Prince Frederick Charles of Hesse (1868–1940) and Princess Margaret of Prussia (1872–1954).

In World War I, Wolfgang served as an officer in the command of Field Marshal August von Mackensen.

Towards the end of the war, Wolfgang's father Frederick Charles of Hesse was selected by the Central Powers as a prospective King of Finland on 9 October 1918, to replace his first cousin once removed, the deposed Russian emperor, Nicholas II, who was titled Grand Duke of Finland.

Wolfgang was designated heir, in preference to his elder twin brother Philipp to ensure the separation of the thrones of Hesse and Finland.

He joined the NSDAP and the SA in December 1933, and was appointed Landrat (district administrator) of Obertaunuskreis, a landkreis in the state of Hesse, serving in that capacity until the end of World War II.