Wyndham's mother, Iris Bennett, was the daughter of British diplomat Andrew Percy Bennett and his Romanian wife Winifred. Winifred was later connected to senior Army officer Sir John French; Iris married Guy Richard Charles ("Dick") Wyndham (1896–1948), son of Guy Wyndham, was from the aristocratic Wyndham family of Petworth House, West Sussex. Her early years were spent in the Wiltshire countryside at the family residence, Clouds House. Her parents' marriage was failing by the time Joan was born, and they separated when she was four. After the divorce, mother and daughter went to live in west London, at 22 Evelyn Gardens, off Fulham Road, and sought solace in devout Roman Catholicism. Together, they attended Mass every day and confession once a week. Joan was sent to a Catholic boarding school, and developed a passion for the theatre and later art.