Cavaday was born in Kent. Her mother is a sport psychologist and her brother has played tennis at county level and in America for North Carolina State University. Up to the age of 13 years Cavaday studied at Bromley High School before getting a tennis scholarship to Queenswood School in Hertfordshire. She has also studied at the highly prestigious Nick Bollettieri Tennis Academy in Florida. Cavaday took a course in journalism and creative writing and expressed an interest in becoming a sports journalist when her tennis career was over. She appeared as a guest on the Al Jazeera English programme "The Stream" in July 2015, as part of a discussion on issues of female body image and its impact on sportswomen regarding their physiques.