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