She was born Marie Alice Heine at 900 Rue Royale, in the French Quarter of New Orleans, Orleans Parish, Louisiana. Her French father, Michael Heine, was a scion of a prominent German-rooted Berlin and Paris banking family and a cousin of poet Heinrich Heine. He was born in France and moved to New Orleans in 1843, and become a successful financier and real-estate developer. Her mother was Marie Amélie Miltenberger, an architect's daughter, whose family had built three interconnected Miltenberger mansions on Rue Royale.