Grace Audrey Louisa St. John Mildmay was born in Herstmonceux, Sussex, England. Her father was Aubrey St John Mildmay, a British Anglican priest, and when she was three months old he accepted the parish of Penticton, British Columbia in Canada.She initially studied the piano, but a singing teacher discovered the potential of her voice. 　　Mildmay first appeared publicly in a children's operetta production sponsored by the Vancouver Woman's Musical Club at the age of 18.She travelled to London to study with Walter Johnstone Douglas at the Webber Douglas Academy of Dramatic Art in 1924. 　　In 1927–28, she toured the United States and Canada as Polly in a production of The Beggar's Opera. She returned to the United Kingdom and joined the Carl Rosa Opera Company with which she sang, amongst other roles, Musetta in La bohème, Gretel in Hansel and Gretel, Micaëla in Carmen, Nedda in Pagliacci and Zerlina in Don Giovanni, earning £2 10s a week.