Stevens was born July 7, 1861, in Cavendish, Vermont, to a middle-class family that had lived in New England for five generations. Her father was Ephraim Stevens, a carpenter. Her mother was Julia Adams, who died when Nettie was just two years old.
In 1865 her father married Ellen Thompson. The Stevens family, consisting of father, step-mother, Nettie, and her younger sister Emma, then relocated to Westford, Massachusetts.