Rhona Mitra was born in Paddington, London, England, the daughter of Nora and Antony Mitra, who is a cosmetic surgeon. She has an older and younger brother. Her father is of Indian and English descent while her mother is Irish. In 1984, when Mitra was eight, her parents divorced and she was sent to boarding school. Several years passed at two different all-girls schools, including Roedean, but Mitra claims she was eventually expelled from both of them.