Sarfatti grew up in a "palazzo" situated at the Canal Grande in Venice and was educated by private tutors. However, she was soon attracted by socialist ideas and escaped her parents' home at age 18 to marry Cesare Sarfatti, a Jewish lawyer from Padua. He was 13 years her senior, but shared her socialist beliefs. In 1902, the couple moved to Milan. There, they became prominent in the city's artistic life, hosting weekly Salons that became the centre of the Futurist and Novecento Italiano artistic movements. They had several children. Their eldest son, Robert, enlisted in the Italian army during World War I, and was killed in action on Monte Baldo in January 1918, aged 18.