Rego's family were keen Anglophiles, and Rego was sent to the only English-language school in Lisbon's district at the time, Saint Julian's School in Carcavelos, which she attended from 1945 to 1951. Although nominally a Catholic and living in a devoutly Catholic country, St Julian's School was Anglican and this combined with the hostility of Rego's father to the Catholic Church served to create a distance between her and full-blooded Catholic belief. Rego has described herself as having become a "sort of Catholic", but as a child she possessed a sense of Catholic guilt and a very strong belief that the Devil was real.