Mal Waldron was born in New York City on August 16, 1925, to West Indian immigrants. His father was a mechanical engineer who worked on the Long Island Rail Road. The family moved to Jamaica, Queens when Mal was four years old. Waldron's parents discouraged his initial interest in jazz, but he was able to maintain it by listening to swing on the radio.

When he first played with Mingus, Waldron was a follower of Horace Silver's style, which used added chords and passing notes, as well as Bud Powell's, which contained many runs. Mingus encouraged him to strip away these things and concentrate on basic and altered harmonies. Before his breakdown, Waldron played in a lyrical way, but after it, "I couldn't find that lyricism inside myself any more, so I became a very angular player", becoming more like Thelonious Monk in playing and composition style.  From the time he moved to Europe, Waldron played mostly in a free style, while being able to play in a more traditional style when the audience or situation required it. He used thick chords in the lower bass register; his emphasis on weight, texture and frequent repetition of a single and simple motif as opposed to linear and melodic improvisation gave a heavy and dark color to his sound. One facet of his playing was, according to The Penguin Guide to Jazz, "likened to American minimalism: a slow accretion of almost subliminal harmonic and rhythmic shifts steadily pile up until the music seems ready to overbalance".  As an accompanist to vocalists Holiday, Lincoln, Lee and others, Waldron was described by critic and musician Alyn Shipton as "one of the most sublime accompanists in jazz".  Waldron's own assessment of his style was that it was partly a reflection of his personality: "It's part of my personality to be very economical with what I have and to use it in all variations before I move to the next set of notes". He acknowledged the influences of Holiday (on his conception of space and playing behind the beat), Mingus (for the importance of individuality), and Roach (on the value of time signatures other than the usual 4/4), as well as pianists Duke Ellington, Monk, Powell and Art Tatum.

what did he play?