Born in New York City, Massey was one of ten children. According to Massey's brother Morris, their parents "just threw up their hands one day, dropped off those who couldn't fend for themselves at a local orphanage or 'home,' and disappeared". In the 1975 documentary Love Letter to Edie, Massey said she was raised in an orphanage and eventually was placed in a foster home. Her foster family members were cruel to her and, as a teenager, she ran away to Hollywood. In the documentary Divine Waters (1981), Massey explained that she was "born in New York, but raised in Denver, Colorado. . . . I was movie crazy, so I went to California to try and get in the movies, but instead I became a barmaid. "
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