Pisier was born in Hanoi on October 18, 1941. She was the daughter of a French senior civil servant, Georges Pisier (June 30, 1910 - March 13, 1986), who was a Maurrassien supporter of the Vichy regime and was stationed in Hanoi. Pisier was interned for four years in a Japanese concentration camp after the Japanese invasion of French Indochina. She then moved to Nouméa, where her father was transferred and where her brother Gilles Pisier was born. Her parents subsequently separated, so Évelyne Pisier settled in Nice with her mother and her sister, future actress and director Marie-France Pisier. In 1986 her father committed suicide, and then in 1988 her mother also committed suicide at the age of 64.