Dante was born to his parents, Cecil Exum and Desiree Exum.

His parents are American.

His father played college basketball at the University of North Carolina. He won an NCAA championship in 1982, a team that featured Michael Jordan and James Worthy.

His mother, Desiree, also attended North Carolina.

His father was drafted in 1984 by the Denver Nuggets and later settled in Australia. Cecil also played in the National Basketball League for the North Melbourne Giants, Melbourne Tigers, and Geelong Supercats.