Duke attended St. Paul's School, While still attending St Paul's School Annie worked her first job at Kentucky Fried Chicken. She enrolled at Columbia University where she pursued a double major in English and psychology. After graduating from Columbia, she pursued a Ph.D. in psychology at the University of Pennsylvania, focusing on cognitive linguistics and writing her dissertation on a hypothesis of how children learn their first language called "syntactic bootstrapping". For her graduate studies she was awarded a National Science Foundation fellowship. In 1991, one month before defending her doctoral dissertation, she decided that she no longer wished to pursue academia and left school.