Gilpin was the daughter of Frank Gilpin and Emma Miller. Frank was a cattle rancher from Philadelphia, while Emma grew up in St. Louis and Chicago. Although Emma moved to Colorado to be with her husband, she longed for the more cultured surroundings of big cities. When Gilpin was born, her parents had to travel to a home in Austin Bluffs, some from their ranch at Horse Creek because this was the location that was closest to a doctor. As this was her first child Mrs. Gilpin wanted to ensure the safety of her daughter in any way possible.