Roe was born on December 18, 1895, the only child of Anne Lambert Shields and William Ernest Roe in the town of Mountrath, Ireland. Her mother’s side came from Birr, Co. Offaly and her father’s had lived in Mountrath since the seventeenth century, working at the family owned mill. Roe attended primary school in Mountrath and secondary school in the nearby Abbeyleix, the private school of Mrs. Robert Wild. During WWI, Roe joined the St. John’s Ambulance Brigade, serving as a volunteer at the Cambridge Military Hospital and as a cook at Aldershot Barracks in England.