Wright was born in the Thornhill section of Vaughan, Ontario, Canada, but spent her childhood in the United States, growing up in Cleveland, Ohio. Her parents divorced when she was young, and she was raised by her mother, the portrait artist Edith Stevenson Wright, while her brother, Blaine, went to live with his father, Ivan Wright, a theater critic in New York City. The siblings did not meet again until Dare moved to New York City in her twenties. Wright spent her formative years in Cleveland Heights.
