McNulty was born on 14 December 1982 in Hanover, Lower Saxony, West Germany, and lived in Berlin and Münster, before moving to Atherton, Greater Manchester, England, when he was 10 years old. He attended Hesketh Fletcher high school, Atherton, then furthered his education at Winstanley College in Wigan. At 15 years of age, he was a lead in a school play, and enjoyed the role enough to make acting a career choice.
McNulty was attending drama classes in Manchester when casting director Judi Hayfield approached him to audition for his first feature film. He juggled working in demolition with performing.