Prevost was born Marie Bickford Dunn in Sarnia, Ontario, to Hughlina Marion (née Bickford) and Arthur "Teddy" Dunn. Her father worked as a railroad Conductor. When she was an infant, Teddy Dunn was killed when gas seeped into the St. Clair Tunnel. Hughlina later married Frank Prevost and the family moved to Denver. In 1900, Hughlina gave birth to another daughter, Marjorie. Marie's stepfather, who worked as a miner and surveyor, frequently moved the family around the country following up on various get-rich-quick schemes. After living in Ogden, Utah; Reno, Nevada; and Fresno, California, the family finally settled in Los Angeles. Hughlina and Frank Prevost later divorced. Frank Prevost died in September 1933 and bequeathed Marie $1.