Fry was born in the Gurney court which is in Norwich, Norfolk. The Gurneys were a Quaker family. Her family home was called the Earlham Hall. This is now part of the University of East Anglia. John Gurney (her father) worked in the Gurney's Bank. Catherine (her mother) was part of the Barclay family. They were the founders of the Barclay's Bank. Elizabeth's mother died when she was only 12 years old.