Cordova-Buckley was born in Mexico City and raised in Cancún. Her grandfather was Pancho Córdova, an actor in Mexican and American cinema, whom she never met.
Cordova-Buckley was classically trained as a ballet dancer, training under Fernando Alonso in the dance company Centro de Arte Siglo XXI. Finding the occupation too restricting, she decided to become an actress instead. She had reconsidered acting after trying to avoid it due to being teased about her voice in her youth. She stated: "the kids wouldn’t chase me around when we played tag because they would say that I screamed like a Godzilla. It wasn’t just my voice, but [also] the fact that I have a pretty strong personality and was always very outspoken and opinionated."
At the age of 17, she moved to the U.S. after getting accepted to the drama department of the University of North Carolina School of the Arts, a high school program for seniors in fine arts. After graduating, she attended the theatre conservatory at the California Institute of the Arts.

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