Born on December 19, 1852 at Christinelund near Vordingborg, Stampe was of noble ancestry. She was the daughter of Henrik Stampe (1821–1892), a Chamberlain and Hofjægermester. Because of her father's rank, she was born with the title of baroness. Other family member of note include her grandmother, Christine Stampe, and her great grandfather, Jonas Collin, who was Hans Christian Andersen’s fatherly benefactor. Stampe's personal tutors, her upbringing in Copenhagen, and her educational travels gave her a cultured background. She learned Swedish, French and English though as a result of the Schleswig wars, she did not learn German.