Christina Cox was born in a town on the outskirts of Toronto, the youngest of three daughters. She is Canadian of Caribbean (Jamaican) descent. She has two older sisters, named Tracey and Melissa. Her father is an automotive executive.
Cox actively competed in the areas of gymnastics, track and field, and taekwondo while in school. She is also proficient in boxing, muay Thai kickboxing, and fencing, and has had training in stage combat, period weaponry, and firearms. During high school, she had aspirations of becoming an Olympic gymnast, but instead chose to focus on drama and theater.