Sayers was an only child, born on 13 June 1893 at the Headmaster's House, Christ Church Cathedral School, Oxford.
Her father was from Littlehampton, West Sussex, and her mother (Helen Mary Leigh - hence Sayers's second name) was born at "The Chestnuts", Millbrook, Hampshire, to Frederick Leigh, a solicitor whose family roots were in the Isle of Wight.