Born in Chicago, Illinois, Holmes was Danish.[5] Her grandfather managed the Royal Danish Theatre in Copenhagen for more than two decades,[6] and her father was a doctor in Chicago.[citation needed] She studied music in Denmark and began performing on stage there at about age 14.[6] Her first marriage was to Rapley Holmes.
The cover of the December 1916 issue of The Masses magazine featured a "stylish and very modern" portrait of Holmes by Frank Walts.[7]