Christie was born on 21 April 1861 at Millbank in Cockpen, near Bonnyrigg, to Alison (née Philp, c.1817-1894) and John Christie (1824-1902), a Scottish industrialist and landowner.
On her father's death in 1902 it was found that he had disinherited both Christie and her sister, leaving the entirety of his estate to an orphanage that he had founded without their knowledge.