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Mary Halsey hailed from a notable Milwaukee family. Her father, Jay S. Halsey, served as the Western representative for the Ply Metal Company, while her mother, Zoe Halsey (1888-1965), worked as an interior decorator. The family relocated to California in the early 1920s. After her parents divorced in 1924, Mary lived with her mother, brother William Henry Halsey, and sister Betty in Beverly Hills. Her brother William Henry died young. In the late 1920s, Mary and her older sister Betty began careers in the film industry. An uncle, Horace Halsey, was employed as a set designer at a studio. In 1929, Mary was involved in a car accident when a man stepped out from behind a parked car and was fatally struck by her vehicle. The man, a tailor from Los Angeles, died from his injuries. Mary was not arrested, and the coroner's jury found no fault on her part. She married several times, including to Hollywood art director Merrill Pye, from whom she divorced in 1940. She had one son, Jim, with Pye. In 1944, she married Navy officer Milton Hicks. Mary also served as a Red Cross field worker and was a member of the women's ambulance and defense corps. During World War II, she participated in an RKO group that entertained troops. Her sister Betty (1910–1996) married Maurice Geraghty, brother of actress Carmelita Geraghty, in 1932.