Lysette Anthony was born in Marylebone, London, the only child of actor Michael Adam Anthony, an actor from Jersey, and actress Bernadette Milnes. The couple later divorced. Anthony's French-born paternal grandfather, Alexander Victor Chodzko, was a mariner and journalist of Polish-Ukrainian descent. Anthony's childhood was made difficult by her mother's manic depression and schizophrenia and she left home at 19. In 1980, at age 16, Anthony was heralded as the "Face of the Eighties" by photographer David Bailey. She was a successful model before she became known as an actress at the age of 20.

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