McNeil was born Sally Dempsey in Allentown, Pennsylvania and describes her upbringing as tough, including exposure to violence so frequently that she had thought it to be commonplace in every home. Sally's father, Richard Dale Dempsey, was a raging alcoholic who was frequently abusive to her mother. Her mother remarried when Sally was 3 years old, and they had two daughters, Judy and Jill, who were Sally’s half sisters, according to the Killer Sally documentary.
