May Jailer was born Elizabeth Grant (More widely known as Lana Del Rey) in New York City and grew up in Lake Placid, New York. When she was 14, she attended Kent School, a boarding school in Connecticut. She has Scottish ancestry, and is the daughter of domain investor Rob Grant, who supported her in her early career as a singer.
At age 18, her uncle taught her how to play guitar, beginning with basic chords: "It was G, C, A, D minor, A minor and some diminished chord as well. Some trick, some shortcut," May recalled.