Mary Ellis Bolles was born to John Bolles and Mary Martin Bolles, in Englewood, New Jersey. She was nicknamed 'May' to distinguish her from her mother. May was of English ancestry. The Bolles family were distinguished in New York City, owning a successful bank in the city. When she was fourteen May was sent to England to live with her English cousins. For one year May lived in Kensington. May became very spiritually minded; she was given a gift of a Bible in 1885, which she studied and read daily.