The Passover story begins with the Pharaoh of Egypt ordering a decree that all male born Jewish babies be killed. He feared the Israelites were taking over Egypt and wanted to ensure this could not happen.
This happened around the same time Moses was born. Yocheved, Moses's mother, placed him in a basket on the Nile River and he floated away.
Pharaoh's daughter found Moses floating and took him home to raise him as her own. Little did they know, Yocheved was hired to be Moses care taker in the castle and continued to teach Moses about the Jewish religion.
Moses was raised in Pharaoh's castle as an Egyptian.