 Henrietta Rae was born on 30 December 1859 in Hammersmith, London, to Thomas Burbey Rae, a civil servant, and Ann Eliza Rae (), a musician who had been a student of Felix Mendelssohn.She had three brothers and three sisters.Rae began formally studying art at the age of thirteen, being educated at the Queen Square School of Art, Heatherley's School of Art (as the school's first female pupil) and at the British Museum.