Jane Dieulafoy was born Jeanne Henriette Magre to a wealthy family in Toulouse, France. She studied at the Couvent de l'Assomption d'Auteuil in Paris from 1862 to 1870. She married Marcel Dieulafoy in May 1870, at the age of 19.
Marcel and Jane wanted more adventure than France could offer. They took trips to Egypt, Morocco, and Persia and developed an interest in history, antiquity, and archaeology.