She was born at Sloane Hospital for Women in Manhattan, New York City. Her birthname was Anne Frances Robbins. The names of her parents were Kenneth Seymour Robbins and Edith Luckett. Edith Luckett was an actress. When Nancy was six years old, her mother married Dr. Loyal Davis. Dr. Loyal Davis was a neurosurgeon. Dr. Davis adopted Nancy as his daughter when she was 16 years old. She changed her name to Nancy Davis because of this. She spent her childhood in Chicago, Illinois. She was also goddaughter of Russian-born silent movie star Alla Nazimova. Nancy studied at Girls' Latin School and at Smith College in Massachusetts. From Smith College, she was good in theater.