Heyer was the eldest of three children; her brothers George Boris (known as Boris) and Frank were four and nine years younger than she. For part of her childhood, the family lived in Paris but they returned to England shortly after World War I broke out in 1914. Although the family's surname had been pronounced "higher", the advent of war led her father to switch to the pronunciation "hair" so they would not be mistaken for Germans. During the war, her father served as a requisitions officer for the British Army in France. After the war, ended he was appointed a Member of the Order of the British Empire (MBE). He left the army in 1920 with the rank of captain, taught at King's College London and sometimes wrote for "The Granta".