Jane Cowl was born on December 14, 1883 in Boston, Massachussets, United States. She was the daughter of Charles A. and Grace (Avery) Bailey. She reportedly characterized her family as "New England for generations" and herself as "an only child of only children. " Her father, a native of Lowell, Massachussets, was identified variously as a provision dealer and a clerk and her mother, from Albany, New York, as a singer and a voice teacher. The family moved to Brooklyn, New York, when the girl was about three years old. She described her parents as very poor; however, her mother, whom she adored, took her to plays and concerts whenever possible.