Mitra was born in Paddington, London, England, the daughter of Nora Downey and Anthony Mitra, a cosmetic surgeon. She has an older and a younger brother. Her father is of Bengali Indian and English descent, and her mother is Irish. In 1984, when Mitra was eight, her parents divorced, and she was sent to boarding school. She spent several years at two different schools, including Roedean, but Mitra claims she was eventually expelled from both of them.