Audrey was the daughter of a Dutch baroness, the baroness Ella Van Heemstra Hepburn Ruston, and an English banker, Joseph Hepburn Ruston. She had two half brothers who she loved and she grew into a shy tomboy.

To make Audrey come out of her shell, the Baroness sent Audrey to a boarding school in London where she discovered that she had a talent for dance. Audrey's parents divorced in 1935, a little after her sixth birthday; and the event had a lasting effect on Hepburn's life.

World War II broke out in 1939 and, fearing for Audrey's safety, the Baroness brought her back to Holland, thinking that she would be safer at home than at the boarding school in England. This turned out to be a mistake and, living in Holland, Audrey lived under Nazi occupation. During this time she saw many of her relatives and friends taken away or killed. She also suffered from malnutrition because of the lack of food. At one point she and her family were forced to eat cooked grass and tulip bulbs. This was most likely the reason for her thin body and tendency not to eat when she was feeling stressed.

During the war, Audrey Hepburn tried her best to keep up her dance lessons that she had enjoyed when she was in England. Ballet was a distraction as well as a goal for Audrey. She focused on improving her skills and her mother did her best to support her daughter. The Baroness, a one time aspiring actress, liked the idea of her beautiful daughter going into show business. She was even known to have said that she always wanted to be a thin, beautiful actress and she had a daughter who was all three.

When the war ended, very close to Audrey's sixteenth birthday, she tried to go back to ballet full force. She and her mother moved to Amsterdam, hoping that prospects would be better there to make money and advance Audrey's career. At that time, Hepburn heard about a scholarship to Marie Rambert's famous ballet school in London, and was awarded a partial scholarship. The two prepared to move to London but, before they left Holland, Audrey appeared in what would become the first film appearance in her extraordinary career. It was a Dutch travelogue in which she spoke a few lines as a KLM stewardess. But Audrey didn't think much of it at the time, her attention was focused on ballet.

When Audrey arrived in London, she was in for a change in course in her life plans. While at Rambert's ballet school, her instructor informed her that she didn't have what it took to become a prima ballerina. She was too tall and was too far behind in her training because of the lost time during the war.

Since her hopes as a ballerina had been dashed, she turned to other means of supporting herself. She took odd modeling jobs and auditioned for a part in the chorus in West End nightclub shows. Although she had no training, and little confidence in her chances to get a part, she was picked from almost a thousand dancers.

During her time as a chorus girl, Audrey's popularity as well as the size of her parts in the shows, grew. Audiences loved her wide eyed innocence and the way that she seemed to enjoy herself. Audrey was enjoying herself, for the first time since the days before the war. "I was out of the classroom," she said, "and into the real world. I loved being in a musical show. For the first time, I felt the pure joy of living."

With the attention she received from her chorus work, attention from movie directors followed. She was cast in a series of small bit parts in British comedies, including "The Lavender Hill Mob," a film with Alec Guinness. At this time she began dating James Hanson, a wealthy Englishman know for dating starlets. They fell in love in talked about getting married but Audrey's career was taking off at this time. She was cast in "The Secret People" in the biggest part she had played thus far and went to Monte Carlo to play the role of a movie star. While on the beach, waiting between scenes, she was discovered by Collete, the French author of "Gigi" who was looking for an actress to play the title part in a Broadway version of the novella. Upon seeing Audrey she said "Voila! There is my Gigi!"