Франсин дю Плесси Грей родилась 25 сентября 1930 года в Варшаве, где ее отец, виконт Бертран дю Плесси, служил коммерческим атташе во французском посольстве. Фрося (так называли Франсин домашние) провела свое раннее детство в Париже, где большое влияние не нее оказали разнообразие культур в окружении и двуязычная семья (отец француз и русская мать). В 1940 году ее отец, младший лейтенант французских ВВС, погиб под Гибралтаром участвуя во французском сопротивлении.
Мать Франсин, Татьяна Яковлева - дю Плесси (1906-1991) бежала во Францию из большевистской России в 1928 году, порвав отношения с Владимиром Маяковским. Вскорости она вышла замуж за дю Плесси. Уже будучи вдовой, она опять стала…
беженкой, бежав в 1940 году в Нью-Йорк вместе с Франсин и Александром Либерманом из оккупированной Франции. В 1942 она вышла замуж за Александра Либермана (1912-1999), белого эмигранта из России, которого она знала в Париже еще юношей. Либерман был примечательным художником и позднее стал редактирующим директором журнала Вог. Семья Либерманов была широко известна в артистических кругах и бомонде.
Francine du Plessix Gray was born September 25, 1930 in Warsaw, Poland where her father, Vicomte Bertrand Jochaud du Plessix, was a French diplomat - the commercial attaché. She spent her early years in Paris, where a milieu of mixed cultures and a multilingual family (French father and Russian mother) influenced her. Her father, then a Sub-Lieutenant in the Free French Air Force died in 1940, shot down near Gibraltar.
Her mother Tatiana Iacovleff du Plessix (1906–1991) had come to France as a refugee from Bolshevik Russia, and ended an engagement to Vladimir Mayakovsky in 1928, before marrying du Plessix. During her widowhood, she once again became a refugee, escaping occupied France via Lisbon to New York in 1940 or 1941 with Francine and Alexander Liberman (1912–1999). In 1942 she married Alexander Liberman, another White émigré from Russia, whom she had known in Paris as a child. (During his love affair with Liberman's mother, her uncle, Alexandre Yacovleff, had recruited Tatiana to keep the boy occupied.) He was a noted artist and later longtime editorial director of Vogue Magazine and then of Condé Nast Publications. The Libermans were socially prominent in media, art, and fashion circles.
For the first six months in the United States, young Francine lived with her mother's father (whom she had never met) in Rochester, New York while her mother settled in. She grew up in New York City, and was naturalized a U.S. citizen in 1952. She was a scholarship student at Spence School, where she fainted in the library from malnutrition. Her mother learned she hadn't been eating the meals the housekeeper prepared for her. She attended Bryn Mawr College for two years, and earned her B.A. in philosophy at Barnard College in 1952.
On April 23, 1957 she married the painter Cleve Gray (1918–2004) and until his death they lived together in Connecticut. They had two sons.
