Yih was born Chih Feng Dunn on May 24, 1928 in Shanghai, China, to Chun Woo and Fung Wen Feng Dunn. Her family was quite well off, with her father owning two textile mills, a nightclub and hotel that is now the Peace Hotel, and an automobile dealership. She attended a girls' school, which relocated to a foreign concession during the Japanese occupation of Shanghai, and finished her high school education in 1946. Following high school, Dunn began her college education at St. John's University in Shanghai.