Marie Helene Gauthier was born on September 12, 1961, in the Montreal suburb of Pierrefonds, Quebec, Canada. Her father Max was a civil engineer and her mother Marguerite stayed at home to take care of the children, who also included Brigitte, Michel, and Jean-Loup.

As a child, Marie Helene, who was nicknamed Mylene, was very introverted and secretive. She had a passion for insects and there was constantly an aura of mystery around her.

The Gauthier family decided to move back to France when Mylene was 8 years old.