Montecuccoli was born in Modena in 1843, a descendant of the famous imperial Feldmarschall, Raimondo Montecuccoli (1609–1680). Raimondo Montecuccoli's only son died in 1698, but the title of count descended through his daughters to two lines, Austrian and Modenese.
When Rudolf Graf Montecuccoli was born, Modena was still an Austrian Habsburg possession, ruled by the house of Austria-Este. During the 1859 Italian campaign, however, the last Habsburg Duke of Modena, Francesco V, fled to Austria following the Austrian defeat at Magenta (4 June). Italian patriots seized control, demanding union with the Kingdom of Sardinia. This was confirmed by plebiscite in March 1860, and at the age of 17 Montecuccoli saw his birthplace and ancestral home pass under what he considered a foreign sovereignty. (A year later, Modena became part of the Kingdom of Italy.)