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He was educated at Catholic High School and Hwa Chong Junior College and graduated from the Imperial College London (BSc) and University College London (MSc) on EDB scholarships.
The older of two children born to two teachers, Colin Cheong attended Victoria School, Anderson Secondary School, Hwa Chong Junior College, Ngee Ann Polytechnic and National University of Singapore.
Nelson studied at The Chinese High School and Hwa Chong Junior College He holds a Bachelor of Arts in Theatre Studies from National University of Singapore and a Master's degree in Theatre Arts (Directing) from Goldsmiths College, University of London.
The Chinese High School Clock Tower Building in Singapore is situated in what is now the campus of the integrated Hwa Chong Institution after the merger of The Chinese High School with Hwa Chong Junior College on 1 January 2005.