Shmailo is the daughter of Sinaida and Nikolai Shmailo, who emigrated to the United States in 1950 from the Ukraine via the displaced persons camps of World War II after internment in the Mitelbau Dora (Dora Northausen) concentration camp.
Shmailo was educated at New York City's Hunter High School, The American School in Switzerland, and Barnard College, although episodes of mental illness and substance abuse interrupted her studies.