She was born in Buffalo, New York. Her birth name was Frances Clara Folsom. Her parents were Emma C. Harmon and Oscar Folsom. Her father later became a law partner of Grover Cleveland. All of her ancestors were from England. Cleveland was a family friend to Oscar's family. After Oscar’s death, Cleveland looked after the family. He arranged for education of Frances Folsom. She studied at Wells College. Cleveland and Frances Folsom sent letters to each other.