Martnez Palacios was born on 12th December 1902 in Burgos, then a small city far removed from the cultural concerns of Madrid or Barcelona. Despite this, the young musician made a name for himself and before he was twenty was awarded a grant to continue his studies in Madrid. In 1920, at the age of eighteen, Martnez was appointed orchestral conductor of the Teatro de la Latina, although his work there was fairly limited given that the theatres repertoire consisted mainly of revues and other such light entertainment.

Very little is known even today about his years in Madrid. As yet no light has been shed on his teachers or the people or music that influenced him, but we do know that he began to write more ambitious works, such as the Sonata castellana (Castilian Sonata, 1922), followed a year later by the Sinfona castellana (Castilian Symphony), his most formally advanced orchestral work.

Other piano works dating from these years include the Danza de los bufones (Dance of the Jesters, 1920), the Poema de la juventud (Poem of Youth, 1924), the title by which his Fourth Sonata is known, and the Tres danzas burgalesas (Three Dances from Burgos, 1924). He also began to direct a number of choral ensembles, a very popular form of music-making in 1920s Spain, choral singing frequently being linked to the development of workers movements from the 1880s onwards.

In 1925 and 1926, Antonio Jos travelled to Paris, and this was to have a definitive influence on his style. While his use of Castilian folk-music put him somewhat in the rearguard in comparison with some of the other Spanish composers of his generation who were experimenting with neo-classicism, as exemplified by Ernesto Halffters Sinfonietta (1925), his affection for French music in general and impressionism in particular led him to follow Fallas example and stay closer to France than to the modernism of fin-de-sicle Vienna.

In 1925 Antonio Jos moved to Mlaga to take up the post of music teacher in a school whose pupils were drawn from local high society. This was a period of intense compositional work during which he produced a fourth Danza burgalesa (1928) and the Sonata gallega (Galician Sonata, 1929).