Léonie Gilmour was born in New York City on June 17, 1873, and grew up in the East Village, Manhattan. At the time of her birth, her father, Andrew Gilmour, a clerk, and mother, Albiana Gilmour (née Smith, daughter of one of the co-founders of the "Brooklyn Times-Union"), were living "in one room in a rear house" in St. Bridget's Place, the alley behind St. Brigid's Church on the east side of Tompkins Square Park. Léonie was among the first students at the Free Kindergarten organized by Felix Adler's Ethical Culture Society and became a member of the first class of the Workingman's School (later Ethical Culture School). After her graduation in 1887, Adler found a place for her at the recently opened Bryn Mawr School in Baltimore. As one of the few students to pass the Bryn Mawr School's rigorous graduation requirements, she was awarded its first four-year college scholarship, funded by school president Mary Garrett.