Daughter of Arnold and Kate Gray Bailey. Her father was a judge in Malaysia. She was sent to boarding school in England but returned to Malaysia in 1929. In 1931, she ran away from home and made her way to England on a cargo ship and worked as a governess. She was admitted to the Webber Douglas Academy of Dramatic Arts in 1938 where she met her husband, Michael Denison.
She and husband Michael Denison were both awarded the CBE (Commander of the Order of the British Empire) in the 1983 Queen's Honours List for their services to drama.