Lane was born as Jocelyn Olga Bolton in Vienna, Austria, in 1937. She is the youngest daughter of Russian-born Pianist mother Olga Mironova and English father Briton John Bolton, who worked for an American oil firm; he later died in a car crash in the US. She was educated in New Rochelle, New York, in the United States. At the age of 14, she moved to Britain, where she received dance training. Her older sister Mara Lane was a well-known British model and Actress in the 1950s.